Examining the dynamics of the Turkish manufacturing industry: a hidden Markov model approach

DOI10.1016/J.CJPH.2017.03.020OpenAlexW2614131498MaRDI QIDQ6123530FDOQ6123530

Authors:

Publication date: 4 March 2024

Published in: Chinese Journal of Physics (Taipei) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cjph.2017.03.020

zbMATH Keywords

econophysicsMarkov switching modelsTurkish economy

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91Gxx) Mathematical economics (91Bxx) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82Cxx)

Cites Work

• Title not available (Why is that?)
• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Title not available (Why is that?)
• Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests
• An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
• Evidence of Markov properties of high frequency exchange rate data
• Statistical physics and economic fluctuations: do outliers exist?

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