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Volumn 2, Issue , 2016, Pages 163-201

Macroeconomic Regimes and Regime Shifts

Author keywords

Changes in regime; EM algorithm; Markov switching; Nonlinear macroeconomic dynamics; Vector autoregressions

Indexed keywords


EID: 85007038138     PISSN: 15740048     EISSN: None     Source Type: Book Series    
DOI: 10.1016/bs.hesmac.2016.03.004     Document Type: Chapter
Times cited : (89)

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