Measuring business cycles with a dynamic Markov switching factor model : an assessment using Bayesian simulation methods
Year of publication: |
2000
|
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Authors: | Kaufmann, Sylvia |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 1, p. 39-65
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Subject: | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Schätzung | Estimation | G7-Staaten | G7 countries | Österreich | Austria | Schweiz | Switzerland |
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