Growth, Saving, Financial Markets, and Markov Switching Regimes
From MaRDI portal
Publication:3368282
Recommendations
- Markov switching models in empirical finance
- A MULTIVARIATE REGIME SWITCHING APPROACH TO THE RELATION BETWEEN THE STOCK MARKET, THE INTEREST RATE AND OUTPUT
- Nonlinearity between finance and growth
- Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions
- Learning, regime switches, and equilibrium asset pricing dynamics
This page was built for publication: Growth, Saving, Financial Markets, and Markov Switching Regimes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3368282)