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Nonstationarities and Markov Switching Models - MaRDI portal

Nonstationarities and Markov Switching Models (Q4561861)

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scientific article; zbMATH DE number 6993294
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English
Nonstationarities and Markov Switching Models
scientific article; zbMATH DE number 6993294

    Statements

    title
    Nonstationarities and Markov Switching Models (English)
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    author
    Marcelle Chauvet
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    Yanpin Su
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    publication date
    13 December 2018
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    zbMATH Keywords
    Markov chain
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    nonstationarities
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    business cycles
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    stabilization
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    structural break
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    Great Moderation
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    Great Recession
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M02
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    62M10
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    zbMATH DE Number
    6993294
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    OpenAlex ID
    W23993611
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