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Toplam kayıt 2, listelenen: 1-2
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 ...
Time-Varying Housing Market Fluctuations: Evidence from the U.S. Housing Market
(Sciendo, 2020)
The objective of this paper is to investigate how the housing market and credit market factors contribute to US business and interest rate cycles in a time-varying transition probability modeling framework. The Markov ...