Moments, shocks and spillovers in Markov-switching VAR models
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Publication:6054391
DOI10.1016/j.jeconom.2023.105474MaRDI QIDQ6054391
Publication date: 28 September 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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