Advances in Markov-Switching Models: Applications in Business Cycle Research and Finance

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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 introduction surveys the existing methods and new results of the last decade. Individual chapters study features of the U. S. and European business cycles with particular focus on the role of monetary policy, oil shocks and co- movements among key variables. The short-run ...

Advances in Markov-Switching Models: Applications in Business Cycle Research and Finance 2013, Physica-Verlag

ISBN-13: 9783642511844

Softcover Reprint of the Origi edition

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Advances in Markov-Switching Models: Applications in Business Cycle Research and Finance 2002, Physica-Verlag

ISBN-13: 9783790815153

Hardcover

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