Measuring business cycles with a dynamic Markov switching factor model:an assessment using Bayesian simulation methods
Kaufmann, Sylvia
Measuring business cycles with a dynamic Markov switching factor model:an assessment using Bayesian simulation methods J5045 2000 - 2000 - 39-65 V. 03 Issue. 1
Econometrics
Bayes factors;Business cycles;Factor model;Gibbs sampling;Markov switching;Particle filter;
Measuring business cycles with a dynamic Markov switching factor model:an assessment using Bayesian simulation methods J5045 2000 - 2000 - 39-65 V. 03 Issue. 1
Econometrics
Bayes factors;Business cycles;Factor model;Gibbs sampling;Markov switching;Particle filter;