Modeling Australian business cycle with latent information Markov switching model
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Shyh-wei ; Chin, Chun-tsung |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 12.2013, 1, p. 75-82
|
| Subject: | Markov switching model | Non-linearity | latent variable | Markov-Kette | Markov chain | Theorie | Theory | Australien | Australia | Konjunktur | Business cycle | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
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