Jensen, Mark J.; Maheu, John M. - Federal Reserve Bank of Atlanta - 2008
, and the Department of Economics at Oregon State University. They also appreciate the
comments and suggestions of Thanasis …-498-8019, mark.jensen@atl.frb.org, or John M. Maheu, Associate Professor,
Department of Economics, University of Toronto, 150 St …-
1Examples of the DPM model in economics include Chib & Hamilton (2002), Griffin & Steel
(2004), Hirano (2002), Jensen …