Markov-switching models with evolving regime-specific parameters : are postwar booms or recessions all alike
Year of publication: |
December 2016
|
---|---|
Authors: | Eo, Yunjong ; Kim, Chang-jin |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 98.2016, 5, p. 940-949
|
Subject: | Bayes-Statistik | Bayesian inference | Konjunkturtheorie | Business cycle theory | Random Walk | Random walk | Kointegration | Cointegration | Theorie | Theory | USA | United States | 1947-2011 |
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