Pages that link to "Item:Q4762172"
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The following pages link to Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods (Q4762172):
Displaying 9 items.
- A comparison of two business cycle dating methods (Q951381) (← links)
- Clustering regional business cycles (Q1787259) (← links)
- Identification of business cycles and the Great Moderation in the post-war U.S. economy (Q2180739) (← links)
- Measuring business cycle turning points in Japan with the Markov Switching Panel model (Q2479429) (← links)
- Stochastic model specification in Markov switching vector error correction models (Q2699603) (← links)
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (Q3065499) (← links)
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques* (Q3156190) (← links)
- EVIDENCE ON FEATURES OF A DSGE BUSINESS CYCLE MODEL FROM BAYESIAN MODEL AVERAGING* (Q4620078) (← links)
- Bayesian analysis of switching ARCH models (Q5467629) (← links)
