Using time-varying transition probabilities in Markov switching processes to adjust US fiscal policy for asset prices
Year of publication: |
2013
|
---|---|
Authors: | Agnello, Luca ; Dufrénot, Gilles ; Sousa, Ricardo M. |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 34.2013, C, p. 25-36
|
Publisher: |
Elsevier |
Subject: | Fiscal policy | Asset prices | Time-varying transition probability Markov process |
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