Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054)
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English | Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules |
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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (English)
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17 April 2023
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Bayesian inference
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Markov chain Monte Carlo
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model selection
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threshold model
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time-varying threshold value
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