Markov-switching and the Beveridge-Nelson decomposition : has US output persistence changed since 1984?
Year of publication: |
2008
|
---|---|
Authors: | Kim, Chang-jin |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 227-240
|
Subject: | Markov-Kette | Markov chain | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Dekompositionsverfahren | Decomposition method | Bruttoinlandsprodukt | Gross domestic product | USA | United States | 1948-2005 |
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