Van't-Hoff-Str. 8
Berlin, Berlin 14195
Germany
Free University of Berlin (FUB)
SSRN RANKINGS
in Total Papers Citations
Political conflict, sanctions, economic growth, Russia, euro area, structural vector autoregression
Structural vector autoregressions, heteroskedasticity, smooth transition VAR models, identification via heteroskedasticity
Structural vector autoregression, identification via heteroskedasticity, conditional heteroskedasticity, smooth transition, Markov switching, GARCH
structural vector autoregression, identification via heteroskedasticity, conditional heteroskedasticity, smooth transition, Markov switching, GARCH
Markov switching model, vector autoregression, heteroskedasticity, crude oil market
Cointegrated vector autoregression, heteroskedasticity, Markov-switching model, monetary policy analysis
Heteroskedasticity, structural identification, vector autoregressive process
