Advances in markov-switching models : applications in business cycle research and finance /
This book surveys new advances in Markov-switching models with applications to business cycle research and finance. The extensive editors' introduction surveys the existing methods and new results of the last decade. Individual chapters study features of the U.S. and European business cycles, w...
| Corporate Author: | |
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg :
Physica-Verlag,
2002.
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| Series: | Studies in empirical economics.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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