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Reconnecting the Markov Switching Model with Economic Fundamentals

Erlandsson, Ulf LU (2004) In Working Papers, Department of Economics, Lund University
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author
organization
publishing date
type
Working Paper
publication status
published
subject
keywords
regime switching, transition probability, forecasting
in
Working Papers, Department of Economics, Lund University
issue
4
publisher
Department of Economics, Lund Universtiy
language
English
LU publication?
yes
id
2d368c34-662e-4651-8e01-b633b0e17a11 (old id 1387376)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2004_004.htm
date added to LUP
2009-04-20 12:27:25
date last changed
2016-04-16 09:37:36
@misc{2d368c34-662e-4651-8e01-b633b0e17a11,
  author       = {Erlandsson, Ulf},
  keyword      = {regime switching,transition probability,forecasting},
  language     = {eng},
  number       = {4},
  publisher    = {ARRAY(0xd888320)},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Reconnecting the Markov Switching Model with Economic Fundamentals},
  year         = {2004},
}