Multimodality in macrofinancial dynamics

DOI10.1111/IERE.12501MaRDI QIDQ4959684zbMATH OpenOpenAlexFDO

Authors Tobias Adrian, Nina Boyarchenko, Domenico Giannone

Publication date 17 September 2021

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/210755

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic dynamics (91B55) Economic time series analysis (91B84) Actuarial science and mathematical finance (91G99)

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