Publisher
Springer International Publishing
Reference31 articles.
1. Akgul, I., Bildirici, M., Ozdemir, S.: Evaluating the nonlinear linkage between gold prices and stock market index using Markov-switching Bayesian VAR models. Procedia—Soc. Behav. Sci. 210, 408–415 (2015)
2. Albert, J.H., Chib, S.: Bayes inference via Gibbs sampling of autoregressive time series subject to Markov mean and variance shifts. J. Bus. Econ. Stat. 11, 1–15 (1993)
3. Andersson, M.K. Karlsson, S.: Bayesian forecast combination for VAR models. In: Advances in Econometrics, pp. 501–524 (2007)
4. Balcilar, M., van Eyden, R., Uwilingiye, J., Gupta, R.: The impact of oil price on South African GDP growth: a Bayesian Markov switching-VAR analysis. Afr. Dev. Rev. 29, 319–336 (2017)
5. Beine, M., Candelon, B., Sekkat, K.: EMU membership and business cycle phases in Europe: Markov-switching VAR analysis. J. Econ. Integr. 18, 214–242 (2003)