| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5061352 | Economics Letters | 2010 | 4 Pages |
Abstract
Ehrmann et al. (2003) proposed an IRF in the frame of Markov-switching structural VARs. Their IRF provides insights on the dynamics within the regime in which the shock occurs. We propose an IRF that captures the global response of the system and illustrate its use with examples.
Related Topics
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Economics and Econometrics
Authors
F. Karamé,