Regime-dependent impulse response functions in a Markov-switching vector autoregression model
Replicates results from Ehrmann, Ellison, Valla (2003), "Regime-dependent impulse response functions in a Markov-switching vector autoregression model", Economics Letters, Vol. 78, pp. 295-299. The data set is a reconstruction rather than the authors' original data set.
(This abstract was borrowed from another version of this item.)
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