Advances in Markov-Switching Models Applications in Business Cycle R
This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advances in Markov-switching models with applications to business cycle research and finance. The intr
- PDF / 24,500,378 Bytes
- 267 Pages / 396.85 x 612.283 pts Page_size
- 85 Downloads / 179 Views
Studies in Empirical Economics
Aman Unah (Ed.) Semiparametric and Nonparametric Econometrics 1989. ISBN 3-7908-0418-5 Walter Kramer (Ed.) Econometrics of Structural Change 1989. ISBN 3-7908-0432-0 Wolfgang Franz (Ed.) Hysteresis Effects in Economic Models 1990. ISBN 3-7908-0482-7 John Piggott and John Whalley (Eds.) Applied General Equilibrium 1991. ISBN 3-7908-0530-0 Baldev Raj and Badi H. Baltagi (Eds.) Panel Data Analysis 1992. ISBN 3-7908-0593-9 Josef Christl The UnemploymentNacancy Curve 1992. ISBN 3-7908-0625-0 J iirgen Kaehler and Peter Kugler (Eds.) Econometric Analysis of Financial Markets 1994. ISBN 3-7908-0740-0 Klaus F. Zimmermann (Ed.) Output and Employment Fluctuations 1994. ISBN 3-7908-0754-0 Jean-Marie Dufour and Baldev Raj (Eds.) New Developments in Time Series Econometrics 1994. ISBN 3-7908-0766-4
John D. Hey (Ed.) Experimental Economics 1994. ISBN 3-7908-0810-5 Arno Riedl, Georg Winckler and Andreas W iirgiitter (Eds.) Macroeconomic Policy Games 1995. ISBN 3-7908-0857-1 Thomas Url and Andreas Wiirgotter (Eds.) Econometrics of Short and Unreliable Time Series 1995. ISBN 3-7908-0879-2 Steven Durlauf, John F. Helliwell and Baldev Raj (Eds.) Long-Run Economic Growth 1996. ISBN 3-7908-0959-4 Daniel 1. Slottje and Baldev Raj (Eds.) Income Inequality, Poverty, and Economic Welfare 1998. ISBN 3-7908-1136-X Robin Boadway and Baldev Raj (Eds.) Advances in Public Economics 2000. ISBN 3-7908-1283-8 Bernd Fitzenberger, Roger Koenker and Jose A. F. Machado (Eds.) Economic Applications of Quantile Regression 2002. ISBN 3-7908-1448-2
James D. Hamilton Baldev Raj Editors
Advances in Markov-Switching Models Applications in Business Cycle Research and Finance
With 58 Figures and 56 Tables
Springer-Verlag Berlin Heidelberg GmbH
Editorial Board
Badi H. Baltagi, Texas A & M University, College Station, Texas, USA Bernd Fitzenberger, University of Mannheim, Germany Robert M. Kunst, Institute for Advanced Studies, Vienna, Austria Baldev Raj, Wilfrid Laurier University, Waterloo, Canada Editors
Prof. James D. Hamilton University of California, San Diego, Department of Economics 9500 Gilman Drive, La Jolia, CA 92093-0508, USA Prof. Baldev Raj Wilfrid Laurier University, School of Business and Economics 75 University Avenue Waterloo, Ontario, Canada N2L 3C5
First published in "Empirical Economics", Volume 27, Issue 2,2002
ISBN 978-3-642-51184-4 ISBN 978-3-642-51182-0 (eBook) DOI 10.1007/978-3-642-51182-0 Library of Congress Cataloging-in-Publication Data applied for Die Deutsche Bibliothek - CIP-Einheitsaufnahme Advances in Markov Switching Models: Applications in Business Cycle Research and Finance 1 James D. Hamilton; Baldev Raj (Eds.).Heidelberg; New York: Physica-Verl., 2002 (Studies in Empirical Economics) This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data
banks. Duplicatio
