Business cycle analysis with multivariate Markov switching models
Year of publication: |
2007
|
---|---|
Authors: | Anas, Jacques ; Billio, Monica ; Ferrara, Laurent ; Lo Duca, Marco |
Published in: |
Growth and cycle in the Euro-zone. - Basingstoke. Hampshire [u.a.] : Palgrave Macmillan, ISBN 0-230-00790-2. - 2006, p. 249-260
|
Subject: | Markov-Kette | Markov chain | Konjunktur | Business cycle | Theorie | Theory | Konjunkturforschung | Business cycle analysis | Zeitreihenanalyse | Time series analysis |
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