Reconnecting the Markov Switching Model with Economic Fundamentals
(2004) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387376
- author
- Erlandsson, Ulf LU
- organization
- publishing date
- 2004
- 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)
- date added to LUP
- 2016-04-04 11:43:46
- date last changed
- 2024-09-17 16:11:51
@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/195338706/WP04_4.pdf}}, year = {{2004}}, }