Department of Economics and Business Economics

Thresholds and smooth transitions in vector autoregressive models

Research output: Research - peer-reviewBook chapter

Original languageEnglish
Title of host publicationVAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
EditorsThomas B. Fomby, Lutz Kilian, Anthony Murphy
Place of publicationCambridge, MA
PublisherEmerald Group Publishing Limited
Publication year2013
Pages273-326
ISBN (print)978-1-78190-752-8
DOIs
StatePublished - 2013
SeriesAdvances in Econometrics
Volume32
ISSN0731-9053

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