Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Year of publication: |
2014
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Authors: | Leiva-Leon, Danilo |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 18.2014, 5, p. 557-580
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Subject: | business cycles | dynamics factors | housing price cycles | inflation cycles | Markov-switching | Konjunktur | Business cycle | Inflation | Immobilienpreis | Real estate price | Markov-Kette | Markov chain | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Volatilität | Volatility |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/snde-2012-0002 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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