Markov-switching dynamic factor models in real time

Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

Year of publication:	2012
Authors:	Camacho, Maximo ; Pérez-Quirós, Gabriel ; Poncela, Pilar
Publisher:	Madrid : Banco de España
Subject:	Markov-Kette \| Markov chain \| Faktorenanalyse \| Factor analysis \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Prognoseverfahren \| Forecasting model \| Frühindikator \| Leading indicator \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Konjunktur \| Business cycle \| EU-Staaten \| EU countries

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