Blar i Handelshøyskolen BI på emneord "Markov-switching VARs"
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On the China factor in the world oil market: A regime switching approach
(Peer reviewed; Journal article, 2021)We investigate the relationship between China's macroeconomic performance and the world oil market over the past two decades. Unlike existing studies, we allow for possible regime changes by utilizing a class of Markov-switching ...