Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Catherine Bac; Jean-Michel Chevet; Eric Ghysels
| Year of publication: |
2001
|
|---|---|
| Authors: | Bac, Catherine ; Chevet, Jean-Michel ; Ghysels, Eric |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 5.2001, 1, p. 21-55
|
| Subject: | Paris | Toulouse | Konjunkturtheorie | Business cycle theory | Saisonale Schwankungen | Seasonal variations | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory | ARMA-Modell | ARMA model | Getreidepreis | Grain price | Schätzung | Estimation | Inflation | 1520-1698 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Macroeconomic dynamics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001570829