Search for dissertations about: "ekonometri Nationalekonomi ekonomisk teori ekonomiska system ekonomisk politik forecasting Markov switching exchange rates interest rates business cycle economic policy economic systems economic theory econometrics Economics currency crisis"

Found 1 swedish dissertation containing the words ekonometri Nationalekonomi ekonomisk teori ekonomiska system ekonomisk politik forecasting Markov switching exchange rates interest rates business cycle economic policy economic systems economic theory econometrics Economics currency crisis.

  2. 1. Markov Regime Switching in Economic Time Series

    Author : Ulf Erlandsson; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; forecasting; Markov switching; exchange rates; interest rates; business cycle; economic policy; economic systems; economic theory; econometrics; Economics; currency crisis;

    Abstract : This dissertation studies statistical properties and applications of the Markov switching models for economic time series in five separate papers. The two main statistical themes are (i) the task of choosing the number of states to use in the model, and (ii) inference on time-varying transition probabilities. READ MORE