Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach
Year of publication: |
2012-06
|
---|---|
Authors: | Lammerding, Marc ; Stephan, Patrick ; Trede, Mark ; Wilfling, Bernd |
Institutions: | Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät |
Subject: | Speculative bubbles | oil price | Markov-switching model | state-space model | Bayesian econometrics |
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