Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis
- Authors
- Hans‐Martin Krolzig
- Journal
- Medical Entomology and Zoology
In The Last Decade
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About Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis
This paper, published in 1997, received 512 indexed citations . Written by Hans‐Martin Krolzig covering the research area of General Economics, Econometrics and Finance and Economics and Econometrics. It is primarily cited by scholars working on Economics and Econometrics (369 citations), General Economics, Econometrics and Finance (333 citations) and Finance (257 citations). Published in Medical Entomology and Zoology.
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This paper is also available at doi.org/w33850119.