Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Year of publication: |
2024
|
---|---|
Authors: | Gomes, Fábio A. ; Melo, Lívia C. M. ; Soave, Gian Paulo |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 14, p. 1705-1722
|
Subject: | business cycles | Markov switching | outliers | stochastic volatility | structural breaks | Konjunktur | Business cycle | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Brasilien | Brazil | Volatilität | Volatility | Schätzung | Estimation | Theorie | Theory | Stochastischer Prozess | Stochastic process |
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