MULTIMODALITY IN MACROFINANCIAL DYNAMICS
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Publication:4959684
DOI10.1111/iere.12501zbMath1471.91289OpenAlexW3127882624MaRDI QIDQ4959684
Nina Boyarchenko, Domenico Giannone, Tobias Adrian
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
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Economic dynamics (91B55) Actuarial science and mathematical finance (91G99)
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