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Cross-country information transmissions and the role of commodity markets: A multichannel Markov switching approach
This paper examines the interrelationships among 9 advanced economies using a novel multichannel approach to investigate, beyond the usual causal relationships, the time-varying dimension of the channels conveying causal relationships. The model is derived from the well-known Markov Switching settin...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6095546/ https://www.ncbi.nlm.nih.gov/pubmed/30114266 http://dx.doi.org/10.1371/journal.pone.0202251 |