Advances in Markov-Switching Models 2024 pdf epub mobi 電子書 下載

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Advances in Markov-Switching Models pdf epub mobi 著者簡介

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Advances in Markov-Switching Models pdf epub mobi 圖書描述

This book surveys new advances in Markov-switching models with applications to business cycle research and finance. The extensive editors' introduction surveys the existing methods and new results of the last decade. Individual chapters study features of the U.S. and European business cycles, with particular focus on the role of monetary policy, oil shocks, co-movements among key variables, and the short-run versus long-run consequences of an economic recession. The book also features extensive analysis of currency crises and the possibility of bubbles or fads in stock prices. A concluding chapter offers useful new results on testing for this kind of regime-switching behaviour. Overall, the book provides a state-of-the-art overview of methods and results for estimation and uses of Markov-switching time-series models.

Advances in Markov-Switching Models 2024 pdf epub mobi 電子書 下載

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發表於2024-12-25

Advances in Markov-Switching Models 2024 pdf epub mobi 電子書 下載

Advances in Markov-Switching Models 2024 pdf epub mobi 電子書 下載

Advances in Markov-Switching Models 2024 pdf epub mobi 電子書 下載

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