K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Year of publication: |
July 2015
|
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Authors: | Kaufmann, Sylvia |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 187.2015, 1, p. 82-94
|
Subject: | Bayesian analysis | Time-varying Markov transition | Permutation sampling | Phillips curve | Threshold level | Phillips-Kurve | Markov-Kette | Markov chain | Inflation | Schätzung | Estimation | Theorie | Theory | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling |
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