Markov switching rationality
Year of publication: |
2023
|
---|---|
Authors: | Odendahl, Florens ; Rossi, Barbara ; Sekhposyan, Tatevik |
Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 35-64
|
Subject: | Forecasting | forecast rationality | regression-based tests offorecasting ability | Markov-switching models | survey forecasts | interestrate forecasts | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Prognose | Forecast | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Rationalität | Rationality | Frühindikator | Leading indicator | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Rationale Erwartung | Rational expectations |
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