Markov-Switching Vector Autoregressions

Name: Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis
Brand: Springer
SKU: 9783540630739
Price: 5215.00 INR
Availability: InStock

Modelling, Statistical Inference, and Application to Business Cycle Analysis

by Hans-Martin Krolzig

Springer

₹5,215

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From the publisher

This book contributes to re cent developments on the statistical analysis of multiple time series in the presence of regime shifts. Markov-switching models have become popular for modelling non-linearities and regime shifts, mainly, in univariate eco- nomic time series.

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