A structural Time Series Model with Markov Switching
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chin Nam Low & Heather Anderson & Ralph D. Snyder, 2006.
"Beveridge-Nelson Decomposition with Markov Switching,"
Monash Econometrics and Business Statistics Working Papers
17/06, Monash University, Department of Econometrics and Business Statistics.
- Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beverridge Nelson Decomposition With Markov Switching," CAMA Working Papers 2006-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chin Nam Low & Heather Anderson & Ralph Snyder, 2006. "Beveridge-Nelson Decomposition with Markov Switching," Melbourne Institute Working Paper Series wp2006n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
More about this item
KeywordsStructural models; Markov switching regime; Gibbs sampling Business cycle.;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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