Markov-switching mixed-frequency VAR models :: Claudia Foroni :: Centre for Economic Policy Research 2014 :: OBNB, the Open British National Bibliography

Publication Data

Title Markov-switching mixed-frequency VAR models
Author Claudia Foroni
Contributors Pierre Guérin, Massimiliano Marcellino, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2014
Publication location London
Language English

Descriptive Notes

"February 2014".
"International macroeconomics."

Topics

Econometric models
Monte Carlo method
Markov processes

Catalogue Data

OBNB ID GBB449806
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.015195

ISBD

P1053 41 pages
P1042 Includes bibliographical references.

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Markov-switching mixed-frequency VAR models by Claudia Foroni. Published by Centre for Economic Policy Research in 2014. Publication and catalogue information, links to buy online and reader comments.