Markov-switching dynamic factor models in real time
Maximo Camacho, Gabriel Perez-Quiros, Pilar Poncela
| Year of publication: |
2018
|
|---|---|
| Authors: | Camacho, Maximo ; Pérez-Quirós, Gabriel ; Poncela, Pilar |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 34.2018, 4, p. 598-611
|
| Subject: | Business cycles | Output growth | Time series | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Nationaleinkommen | National income |