{"id":"https://openalex.org/W94884745","doi":"https://doi.org/10.1007/978-3-642-51684-9","title":"Markov-Switching Vector Autoregressions","display_name":"Markov-Switching Vector Autoregressions","publication_year":1997,"publication_date":"1997-01-01","ids":{"openalex":"https://openalex.org/W94884745","doi":"https://doi.org/10.1007/978-3-642-51684-9","mag":"94884745"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-642-51684-9","doi":"https://doi.org/10.1007/978-3-642-51684-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-51684-9","pdf_url":null,"source":{"id":"https://openalex.org/S46477374","display_name":"Lecture notes in economics and mathematical systems","issn_l":"0075-8442","issn":["0075-8442","2196-9957"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Economics and Mathematical Systems","raw_type":"book"},"volume":null,"type":"book","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5002214742","display_name":"Hans\u2010Martin Krolzig","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["GB"],"is_corresponding":true,"raw_author_name":"Hans-Martin Krolzig","raw_affiliation_strings":["University of Oxford Institute of Economics and Statistics St. Cross Building, Manor Road Oxford OX1 3UL, Great Britain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Oxford Institute of Economics and Statistics St. Cross Building, Manor Road Oxford OX1 3UL, Great Britain","institution_ids":["https://openalex.org/I40120149"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5002214742"],"corresponding_institution_ids":["https://openalex.org/I40120149"],"apc_list":null,"apc_paid":null,"fwci":8.1857,"has_fulltext":false,"cited_by_count":584,"citation_normalized_percentile":{"value":0.96068152,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9653000235557556,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9653000235557556,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.007300000172108412,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.0038999998942017555,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-switching-vector-autoregression","display_name":"Markov-switching vector autoregression","score":0.968999981880188},{"id":"https://openalex.org/keywords/regime-shifts","display_name":"tipping points","score":0.9319999814033508},{"id":"https://openalex.org/keywords/multiple-time-series","display_name":"multiple time series","score":0.7850000262260437},{"id":"https://openalex.org/keywords/nonlinear-time-series","display_name":"nonlinear time series","score":0.6669999957084656},{"id":"https://openalex.org/keywords/business-cycles","display_name":"business cycles","score":0.503000020980835}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5796906352043152},{"id":"https://openalex.org/C92087593","wikidata":"https://www.wikidata.org/wiki/Q427389","display_name":"Vector (molecular biology)","level":4,"score":0.4176174998283386},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.40717825293540955},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3876991868019104},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3737695813179016},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33281487226486206},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.09499821066856384},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C40767141","wikidata":"https://www.wikidata.org/wiki/Q285697","display_name":"Recombinant DNA","level":3,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/978-3-642-51684-9","doi":"https://doi.org/10.1007/978-3-642-51684-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-642-51684-9","pdf_url":null,"source":{"id":"https://openalex.org/S46477374","display_name":"Lecture notes in economics and mathematical systems","issn_l":"0075-8442","issn":["0075-8442","2196-9957"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Economics and Mathematical Systems","raw_type":"book"},{"id":"pmh:oai:dial.uclouvain.be:ebook:102377","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/2078/ebook:102377","pdf_url":null,"source":{"id":"https://openalex.org/S4306401974","display_name":"DIAL (Catholic University of Leuven)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I99464096","host_organization_name":"KU Leuven","host_organization_lineage":["https://openalex.org/I99464096"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"","raw_type":"info:eu-repo/semantics/other"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.5799999833106995}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":7,"referenced_works":["https://openalex.org/W121224967","https://openalex.org/W134404025","https://openalex.org/W1012618948","https://openalex.org/W2212238583","https://openalex.org/W4205489807","https://openalex.org/W4246951546","https://openalex.org/W4301384416"],"related_works":["https://openalex.org/W1895874594","https://openalex.org/W6980172775","https://openalex.org/W1488912396","https://openalex.org/W1772804428","https://openalex.org/W2473632611","https://openalex.org/W7095327791","https://openalex.org/W561387135","https://openalex.org/W7020907365","https://openalex.org/W2508128012","https://openalex.org/W4254774705"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":27},{"year":2025,"cited_by_count":17},{"year":2024,"cited_by_count":11},{"year":2023,"cited_by_count":28},{"year":2022,"cited_by_count":23},{"year":2021,"cited_by_count":27},{"year":2020,"cited_by_count":10},{"year":2019,"cited_by_count":20},{"year":2018,"cited_by_count":20},{"year":2017,"cited_by_count":25},{"year":2016,"cited_by_count":27},{"year":2015,"cited_by_count":28},{"year":2014,"cited_by_count":24},{"year":2013,"cited_by_count":29},{"year":2012,"cited_by_count":25}],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2016-06-24T00:00:00"}