scientific article; zbMATH DE number 7247637

zbMath1474.91110MaRDI QIDQ5120600

Kongliang Zhu, Songsak Sriboonchitta, Woraphon Yamaka

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2487

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

BayesianMS-VECMregime probabilitiesrelationship of financial markets

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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