Applications in Business Cycle Research and Finance
نام نخستين پديدآور
edited by James D. Hamilton, Baldev Raj.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Heidelberg
نام ناشر، پخش کننده و غيره
Physica-Verlag HD
تاریخ نشرو بخش و غیره
2002
مشخصات ظاهری
نام خاص و کميت اثر
1(VIII, 267 Seiten)
فروست
عنوان فروست
Studies in Empirical Economics
یادداشتهای مربوط به مندرجات
متن يادداشت
I Introduction and Overview.- New directions in business cycle research and financial analysis.- II The Business Cycle in the U.S..- Permanent and transitory components of recessions.- Can oil shocks explain asymmetries in the US Business Cycle?.- Markov switching in disaggregate unemployment rates.- III The Business Cycle in Other Countries.- A Markov-switching vector equilibrium correction model of the UK labour market.- Plucking models of business cycle fluctuations: Evidence from the G-7 countries.- IV Financial Applications.- Is there an asymmetric effect of monetary policy over time? A Bayesian analysis using Austrian data.- A regime-switching approach to the study of speculative attacks: A focus on EMS crises.- Fads or bubbles?.- Improving GARCH volatility forecasts with regime-switching GARCH.- V Methodological Contribution.- Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. Output.- List of Referees.
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
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.
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Econometrics.
موضوع مستند نشده
Economics -- Statistics.
موضوع مستند نشده
Economics.
رده بندی کنگره
شماره رده
HB3711
نشانه اثر
.
E358
2002
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )