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Showing 1 to 1 of 1 for “"Markov switching structural vector autoregressive model (MS-SVAR)."”.
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Asymmetric effects of monetary policy: A Markov-Switching SVAR approach
… as a developing small macro-economy using the Markov-switching structural vector autoregressive (MS-SVAR) framework, utilising time-series data from 1994: Q1 to 2019: Q4. The study makes use of bank rate (interest rate), inflation and output gap. The first model is a structural vector …