Speculative bubbles in present-value models : A Bayesian Markov-switching state space approach
Year of publication: |
2021
|
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Authors: | Chan, Joshua ; Santi, Caterina |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 127.2021, p. 1-26
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Subject: | Rational bubbles | Present-value model | Markov-switching model | State space model | Bayesian analysis | Spekulationsblase | Bubbles | Zustandsraummodell | Markov-Kette | Markov chain | Theorie | Theory | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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