Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks

DOI10.48550/ARXIV.2007.04713arXiv2007.04713MaRDI QIDQ75585

Savi Virolainen

Publication date: 9 July 2020

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

gmvarkit

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