On Bayesian filtering for markov regime switching models
Year of publication: |
February 2024
|
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Authors: | Hashimzade, Nigar ; Kirsanov, Oleg ; Kirsanova, Tatiana ; Maih, Junior |
Publisher: |
Munich, Germany : CESifo |
Subject: | Markov switching models | filtering | smoothing | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 10941 (2024) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; c54 ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: | ECONIS - Online Catalogue of the ZBW |
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