Asynchronous MSVAR replication kit

Published: 11 October 2024| Version 1 | DOI: 10.17632/bdhdyxs2kt.1
Contributor:
Lucas Parmentier

Description

Collection of codes to replicate the results of my paper "An asynchronous Markov switching VAR model to identify variables regimes". A short guide explains how to use the codes.

Files

Steps to reproduce

Please read the guide.

Institutions

Universite de la Reunion Centre d'Economie et de Management de l'Ocean Indien

Categories

Economics

Licence