Advances in Markov-Switching Models pdf epub mobi txt 電子書 下載 2024


Advances in Markov-Switching Models

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Raj, Baldev (EDT)/ Hamilton, James D. (EDT)
Springer Verlag
267
$ 134.47
HRD
9783790815153

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发表于2024-11-08

Advances in Markov-Switching Models epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Advances in Markov-Switching Models epub 下載 mobi 下載 pdf 下載 txt 電子書 下載 2024

Advances in Markov-Switching Models pdf epub mobi txt 電子書 下載 2024



圖書描述

This book surveys new advances in Markov-switching models with applications to business cycle research and finance. The extensive editors' introduction surveys the existing methods and new results of the last decade. Individual chapters study features of the U.S. and European business cycles, with particular focus on the role of monetary policy, oil shocks, co-movements among key variables, and the short-run versus long-run consequences of an economic recession. The book also features extensive analysis of currency crises and the possibility of bubbles or fads in stock prices. A concluding chapter offers useful new results on testing for this kind of regime-switching behaviour. Overall, the book provides a state-of-the-art overview of methods and results for estimation and uses of Markov-switching time-series models.

Advances in Markov-Switching Models 下載 mobi epub pdf txt 電子書

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Advances in Markov-Switching Models pdf epub mobi txt 電子書 下載
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