Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods (Q4762172)
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scientific article; zbMATH DE number 1568640
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods |
scientific article; zbMATH DE number 1568640 |
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Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods (English)
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2000
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Bayes factors
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business cycles
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factor model
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Gibbs sampling
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Markov switching
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particle filter
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