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