Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Joshua C.C. Chan, Caterina Santi
| Year of publication: |
2021
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|---|---|
| Authors: | Chan, Joshua ; Santi, Caterina |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-26
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| Subject: | Rational bubbles | Present-value model | Markov-switching model | State space model | Bayesian analysis | Spekulationsblase | Bubbles | Zustandsraummodell | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104101 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012668503