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

DOI10.1016/J.CJPH.2017.03.020MaRDI QIDQ6123530OpenAlexFDO

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

• scientific article; zbMATH DE number 3990600 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• An iterative procedure for the estimation of drift and diffusion coefficients of langevin processes
• Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests
• Evidence of Markov properties of high frequency exchange rate data
• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Statistical physics and economic fluctuations: do outliers exist?

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