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Macroeconomic dynamics
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Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
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2
TIME-SERIES MODEL WITH PERIODIC STOCHASTIC REGIME SWITCHING
Bac, Catherine
;
Chevet, Jean-Michei
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 32-55
Persistent link: https://www.econbiz.de/10006039480
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