K-state switching models with time-varying transition distributions : does loan growth signal stronger effects of variables on inflation?
Sylvia Kaufmann (Study Center Gerzensee, Gerzensee, Switzerland)
| 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
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| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.02.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011498759