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Reconnecting the Markov Switching Model with Economic Fundamentals

Erlandsson, Ulf LU (2004) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working paper/Preprint
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 University
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
2016-04-04 11:43:46
date last changed
2018-11-21 21:06:49
@misc{2d368c34-662e-4651-8e01-b633b0e17a11,
  author       = {{Erlandsson, Ulf}},
  keywords     = {{regime switching; transition probability; forecasting}},
  language     = {{eng}},
  note         = {{Working Paper}},
  number       = {{4}},
  publisher    = {{Department of Economics, Lund University}},
  series       = {{Working Papers, Department of Economics, Lund University}},
  title        = {{Reconnecting the Markov Switching Model with Economic Fundamentals}},
  url          = {{https://lup.lub.lu.se/search/files/5841329/2061352}},
  year         = {{2004}},
}