Seasonality and Markov switching in an unobserved component time series model : a Bayesian analysis of US GDP
Rob Luginbuhl and Aart de Vos
| Year of publication: |
2003
|
|---|---|
| Authors: | Luginbuhl, Rob ; Vos, Aart F. de |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 28.2003, 2, p. 365-386
|
| Subject: | Konjunktur | Business cycle | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | USA | United States | Saisonkomponente | Seasonal component |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Empirical economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001745078