Forecasting Markov switching vector autoregressions : evidence from simulation and application
Maddalena Cavicchioli
| Year of publication: |
2025
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|---|---|
| Authors: | Cavicchioli, Maddalena |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 44.2025, 1, p. 136-152
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| Subject: | business cycle | forecasting | Markov switching vector autoregressive models | optimal weights | regime shifts | sample weighting observations | state space representation | VAR-Modell | VAR model | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Simulation | Konjunktur | Business cycle | Deutschland | Germany | Frühindikator | Leading indicator | Schätzung | Estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.3180 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015374001