Regime-dependent impulse response functions in a Markov-switching vector autoregression model

C-Tier
Journal: Economics Letters
Year: 2003
Volume: 78
Issue: 3
Pages: 295-299

Authors (3)

Ehrmann, Michael (Frankfurt School of Finance) Ellison, Martin (Oxford University) Valla, Natacha (European Investment Bank (EIB))

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:ecolet:v:78:y:2003:i:3:p:295-299
Journal Field
General
Author Count
3
Added to Database
2026-01-25