Multivariate Markov Switching Common Factor Models for the UK
Year of publication: |
2003
|
---|---|
Authors: | Mills, Terence C. ; Wang, Ping |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 8600697. - Vol. 55.2003, 2, p. 177-194
|
Saved in:
Saved in favorites
Similar items by person
-
Modelling regime shift behaviour in Asian real interest rates
Mills, Terence C., (2006)
-
Have output growth rates stabilised? : Evidence from the G-7 economies
Mills, Terence C., (2003)
-
Regime shifts in European real interest rates
Mills, Terence C., (2003)
- More ...