Advances in Markov-Switching Models

Applications in Business Cycle Research and Finance
This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. Overall, the book provides a state-of-the-art over­ view of new directions in methods and results for estimation and inference based on the use of Markov-switching time-series analysis.

Contributor: James D. Hamilton (Edited by), Baldev Raj (Edited by)

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