Markov-switching mixed-frequency VAR models /
Foroni, Claudia,author.
Guérin, Pierre,1984-author.
Marcellino, Massimiliano,author.
Centre for Economic Policy Research (Great Britain),issuing body.
Caption title.
"February 2014".
"International macroeconomics."
Includes bibliographical references.
Econometric models.
Monte Carlo method.
Markov processes.
Also available online.