Gaussian and Student's $t$ mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks in the Euro area (Q75586)
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scientific article from arXiv
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| English | Gaussian and Student's $t$ mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks in the Euro area |
scientific article from arXiv |
Statements
28 September 2021
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econ.EM
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stat.ME
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