Regime-dependent impulse response functions in a Markov-switching vector autoregression model
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- Tom Doan, "undated". "RATS program to replicate Ehrmann-Ellison-Valla(2003) regime dependent impulse response," Statistical Software Components RTZ00177, Boston College Department of Economics.
- Ehrmann, Michael & Ellison, Martin & Valla, Natacha, 2001. "Regime-dependent impulse response functions in a Markov-switching vector autoregression model," Bank of Finland Research Discussion Papers 11/2001, Bank of Finland.
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