【作者(必填)】Matthieu Droumaguet, Anders Warne, Tomasz Woźniak

【文题(必填)】Granger Causality and Regime Inference in Markov Switching VAR Models with Bayesian Methods

【年份(必填)】2017

【全文链接或数据库名称(选填)】Journal of Applied Econometrics，Volume 32, Issue 4，June/July 2017，Pages 802–818