Duration dependent Markov-switching vector autoregression properties, Baynesian inference and application to the analysis of the US business cycle
Year of publication: |
2008
|
---|---|
Authors: | Pelagatti, Matteo M. |
Published in: |
Business fluctuations and cycles. - New York,N.Y. : Nova Science Publ., ISBN 1-60021-503-3. - 2008, p. 43-66
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Subject: | VAR-Modell | VAR model | Markov-Kette | Markov chain | Konjunkturtheorie | Business cycle theory | Theorie | Theory | Konjunktur | Business cycle | USA | United States |
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