Advances in markov-switching models [electronic resource] : applications in business cycle research and finance / edited by James D. Hamilton, Baldev Raj.
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...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Heidelberg :
Physica-Verlag,
2002.
|
| Series: | Studies in empirical economics.
|
| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HB3711 .A123 2002eb
|
|---|---|
| HB3711 .A123 2002eb | Available |