Verwandte Artikel zu State-Space Models with Regime Switching: Classical...
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications - Hardcover
Inhaltsangabe
Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents recent advances in econometric methods that make feasible the estimation of models that have both features. One approach, in the classical framework, approximates the likelihood function; the other, in the Bayesian framework, uses Gibbs-sampling to simulate posterior distributions from data.
The authors present numerous applications of these approaches in detail: decomposition of time series into trend and cycle, a new index of coincident economic indicators, approaches to modeling monetary policy uncertainty, Friedman's "plucking" model of recessions, the detection of turning points in the business cycle and the question of whether booms and recessions are duration-dependent, state-space models with heteroskedastic disturbances, fads and crashes in financial markets, long-run real exchange rates, and mean reversion in asset returns.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorinnen und Autoren
Chang-Jin Kim is Bryan C. Cressey Professor in the Department of Economics at the University of Washington.
Charles Nelson is Ford and Louisa Van Voorhis Professor in the Department of Economics at the University of Washington.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Neu kaufen
Diesen Artikel anzeigen
EUR 221,11
EUR 25,65 für den Versand von USA nach Deutschland
Versandziele, Kosten & Dauer
Suchergebnisse für State-Space Models with Regime Switching: Classical...
Beispielbild für diese ISBN
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Anbieter: Seattle Goodwill, Seattle, WA, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: Acceptable. Pages include notes, underlining, or highlighting. May have some shelf-wear due to normal use. Your purchase funds free job training and education in the greater Seattle area. Thank you for supporting Goodwills nonprofit mission! Bestandsnummer des Verkäufers 0KVOTW00I87P_ns
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Anbieter: HPB-Red, Dallas, TX, USA
Verkäuferbewertung 5 von 5 Sternen
hardcover. Zustand: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Bestandsnummer des Verkäufers S_420358965
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications
Anbieter: Toscana Books, AUSTIN, TX, USA
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Bestandsnummer des Verkäufers Scanned0262112388
Anzahl: 1 verfügbar