Advances in Markov-switching models
Subtitle: applications in business cycle research and finance
By: James D. Hamilton, Baldev Raj, editors.
Series: Studies in empirical economics
Publisher: Physica-Verlag
Published: 2002
Place of publication: Heidelberg; New York
Language: eng
Number of pages: 267
Subjects: Business cycles -- Mathematical models.; Monetary policy.
Other titles: Empirical economics.
Notes: Includes bibliographical references.
Originally published in "Empirical Economics", volume 27, issue 2, 2002.