Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities
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- Marie Bessec, 2015. "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Post-Print hal-01276824, HAL.
- repec:eee:ecmode:v:68:y:2018:i:c:p:1-10 is not listed on IDEAS
- repec:dau:papers:123456789/15246 is not listed on IDEAS
- Marie Bessec, 2016. "Revisiting the transitional dynamics of business-cycle phases with mixed frequency data," Working Papers hal-01358595, HAL.
More about this item
KeywordsMarkov switching; Monte Carlo experiments; Time-varying transition probabilities.;
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