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Publication Year:
2016
Tags:
Euro area
Monica Billio
;
Roberto Casarin
;
Francesco Ravazzolo
;
Herman K. van Dijk
Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Pan...
The proposed panel Markov-switching VAR model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
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