Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Year of publication: |
28 September 2017
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Authors: | Casarin, Roberto ; Foroni, Claudia ; Marcellino, Massimiliano ; Ravazzolo, Francesco |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Panel | Panel study | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Risiko | Risk | Konjunktur | Business cycle | Finanzmarkt | Financial market | Theorie | Theory | Schätzung | Estimation | Industrieländer | Industrialized countries |
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