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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules - MaRDI portal

Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (Q2697054)

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Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules
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    Threshold models with time-varying threshold values and their application in estimating regime-sensitive Taylor rules (English)
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    17 April 2023
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    Bayesian inference
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    Markov chain Monte Carlo
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    model selection
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    threshold model
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    time-varying threshold value
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