Moments, shocks and spillovers in Markov-switching VAR models

Erik Kole*, Dick van Dijk

*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

3 Citations (Scopus)
6 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Moments, shocks and spillovers in Markov-switching VAR models'. Together they form a unique fingerprint.

Engineering

Economics, Econometrics and Finance