| 期刊全稱(chēng) | Advances in Markov-Switching Models | | 期刊簡(jiǎn)稱(chēng) | Applications in Busi | | 影響因子2023 | James D. Hamilton,Baldev Raj | | 視頻video | http://file.papertrans.cn/149/148759/148759.mp4 | | 發(fā)行地址 | Includes supplementary material: | | 學(xué)科分類(lèi) | Studies in Empirical Economics | | 圖書(shū)封面 |  | | 影響因子 | This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advances in Markov-switching models with applications to business cycle research and finance. The introduction surveys the existing methods and new results of the last decade. Individual chapters study features of the U. S. and European business cycles with particular focus on the role of monetary policy, oil shocks and co- movements among key variables. The short-run versus long-run consequences of an economic recession are also discussed. Another area that is featured is an extensive analysis of currency crises and the possibility of bubbles or fads in stock prices. A concluding chapter offers useful new results on testing for this kind of regime-switching behaviour. 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. A special feature of the book is that it includes an illustration of a wide range of applications based on a common methodology. It is expected that the theme of the book will be of p | | Pindex | Book 2002 |
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