Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production Working Papers uri icon

publication date

  • 2019

series title

  • Working paper. Economics

series number

  • 19-16


  • world crude oil production; united states industrial production; dynamic conditional; score models; score-driven multivariate stochastic location and stochastic seasonality models; markov regime-switching models