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  • Search: subject:"Markow switching model"
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Year of publication
Subject
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Business cycle 1 Business cycle turning point 1 Credibility 1 Estimation 1 Forecasting model 1 Kalman filter 1 Konjunktur 1 Konjunktureller Wendepunkt 1 Markov chain 1 Markov-Kette 1 Markow switching model 1 Markow-switching model 1 Pension funds 1 Prognoseverfahren 1 Schätzung 1 Time series analysis 1 Zeitreihenanalyse 1 business cycle 1 financial cycle 1 real time estimation 1 state-space model 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Aprigliano, Valentina 1 Bonasia, Mariangela 1 Liberati, Danilo 1 Napolitano, Oreste 1
Published in...
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Brussels Economic Review 1 Temi di discussione / Banca d'Italia 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Did you mean: subject:"markov switching model" (216 results)
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Using credit variables to date business cycle and to estimate the probabilities of recession in real time
Aprigliano, Valentina; Liberati, Danilo - 2019
Persistent link: https://www.econbiz.de/10012140098
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Do Fundamentals and Credibility Matter in a Funded Pension System ?A Markov Switching Analysis for Australia and Iceland
Bonasia, Mariangela; Napolitano, Oreste - In: Brussels Economic Review 50 (2007) 2, pp. 221-248
Since the turn of the millennium the problem of credibility of the social security system has spread to the private pension funds sector. This study focus on the Australian and Icelandic experiences to study the credibility of pension fund performance and pension reform. Our credibility...
Persistent link: https://www.econbiz.de/10008868105
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