The relevance of regime-switching models for macroeconomic downside risk prediction: A GaR forecasting analysis

Additional Metadata
Keywords	GaR; Composite Likelihood; Markov-switching; GARCH
Thesis Advisor	Zhou, C.
Persistent URL	hdl.handle.net/2105/62159
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Kuilen, J. van der. (2022, March 8). The relevance of regime-switching models for macroeconomic downside risk prediction: A GaR forecasting analysis. Econometrie. Retrieved from http://hdl.handle.net/2105/62159

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