𝔖 Bobbio Scriptorium

✦ LIBER ✦

Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

✍ Scribed by Kim, Chang-Jin; Nelson, Charles R.

Book ID: 120346719
Publisher: MIT Press
Year: 1999
Tongue: English
Weight: 306 KB
Volume: 81
Category: Article
ISSN: 0034-6535
DOI: 10.1162/003465399558472

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

[Lecture Notes in Economics and Mathemat

[Lecture Notes in Economics and Mathematical Systems] Markov-Switching Vector Autoregressions Volume 454 || In the last decade time series econometrics has changed dramatically. One increasingly prominent field has become the treatment of regime shifts and non-linear mod- elling strategies. While the importance ofregime shifts, particularly in macroeconometric systems, seems to be generally accepted, there is no established theory suggesting a unique approach for specifying econometric models that embed changes in regime.

✍ Krolzig, Hans-Martin 📂 Article 📅 1997 🏛 Springer Berlin Heidelberg ⚖ 796 KB