A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets

Cavicchioli, Maddalena

doi:10.1016/j.jeca.2023.e00349

The Journal of Economic Asymmetries

2024

DOI: 10.1016/j.jeca.2023.e00349

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A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets

Maddalena Cavicchioli

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A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets

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References 53 publications

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