Advances in Markov-Switching Models
Subtitle: Applications in Business Cycle Research and Finance (Studies in Empirical Economics)
Contributors: James D. Hamilton (Editor); Baldev Raj (Editor)
Edition: 1 edition
Publisher: Physica-Verlag Heidelberg
Published: January 22, 2004
Language: eng
Format: Hardcover
Number of pages: 267
ISBN-13: 9783790815153
Subjects: Economics; Stochastics; Mathematics; Mathematical models; Markov Processes; Business & Economics; Medical / Nursing; Science/Mathematics; Probability & Statistics - General; Economics - Macroeconomics; Economics - Microeconomics; General; Business & Economics / Macroeconomics; Business Cycles; Monetary policy