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.

• | By (Author): James D. Hamilton, Baldev Raj (Edited by)
• | Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• | Publication Date: Jan 19, 2013
• | Country of Publication: Germany
• | Number of Pages: 267 pages
• | Language: NULL
• | Binding: Paperback / softback
• | ISBN-10: 3642511848
• | ISBN-13: 9783642511844