Stationary Threshold Vector Autoregressive Models
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More about this item
Keywordsasset price bubbles; explosive regimes; multivariate nonlinear time series; steady state distributions; TVAR models;
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
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