GRANGER CAUSALITY AND REGIME INFERENCE IN MARKOV SWITCHING VAR MODELS WITH BAYESIAN METHODS
| Autor: | DROUMAGUET, MATTHIEU, WARNE, ANDERS, WOŹNIAK, TOMASZ |
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| Zdroj: | Journal of Applied Econometrics, 2017 Jun 01. 32(4), 802-818. |
| Databáze: | JSTOR Journals |
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