Duration dependent Markov-switching vector autoregression properties, Baynesian inference and application to the analysis of the US business cycle
Matteo M. Pelagatti
| Year of publication: |
2008
|
|---|---|
| Authors: | Pelagatti, Matteo M. |
| Published in: |
Business fluctuations and cycles. - New York,N.Y. : Nova Science Publ., ISBN 1-60021-503-3. - 2008, p. 43-66
|
| Subject: | VAR-Modell | VAR model | Markov-Kette | Markov chain | Konjunkturtheorie | Business cycle theory | Theorie | Theory | Konjunktur | Business cycle | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003854122