An N-state endogenous Markov-switching model with applications in macroeconomics and finance
Shih-Tang Hwu, Chang-Jin Kim, Jeremy Piger
| Year of publication: |
2021
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|---|---|
| Authors: | Hwu, Shih-Tang ; Kim, Chang-jin ; Piger, Jeremy Max |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1469-8056, ZDB-ID 1501533-6. - Vol. 25.2021, 8, p. 1937-1965
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| Subject: | Business Cycle Asymmetry | Equity Premium | Nonlinear Models | Regime Switching | Volatility Feedback | Konjunktur | Business cycle | Markov-Kette | Markov chain | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Risikoprämie | Risk premium | Makroökonomik | Macroeconomics | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S1365100519000920 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012704929