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The Future of Stock Exchanges in Emerging Economies: Evolution and Prospects

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In this paper, we follow Lanne, L utkepohl, and Maciejowska (2010), and obtain over-identifying information from Markov switching variance models to test whether the assumed long run structural restrictions are appropri- ate or not. Markov switching variance VAR models provide over-identifying information from decomposition of covariance matrices across states to test the assumed structural restrictions, which is essential for the correct identi- cation of fundamental and nonfundamental shocks.

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