Konu "Switching autoregressive model" için İktisat Bölümü Koleksiyonu listeleme
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Interest rate volatility regimes in selected Asian countries: A univariate Markov switching analysis
(Higher Education Press Limited Company, 2020)Business cycle dynamics are determined by relatively large volatilities in output, consumption, and investment, which leads to cyclical fluctuations in interest rates. Using the Markov switching model, we model the nominal ...