A model-based ranking of U.S. recessions
Year of publication: |
2010
|
---|---|
Authors: | Jeliazkov, Ivan ; Liu, Rui |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 30.2010, 3, p. 2289-2296
|
Publisher: |
AccessEcon |
Subject: | Bayesian estimation | business cycle | dynamic factor | Markov chain Monte Carlo (MCMC) | vector autoregressive (VAR) model |
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