Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths

Rob Luginbuhl · Aart F. De Vos

26 citations0/0 files storedJournal of Business and Economic Statistics

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Monetary Policy and Economic Impact Statistical Methods and Bayesian Inference Statistical and numerical algorithms

Abstract

Rob Luginbuhl, Aart de Vos, Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths, Journal of Business & Economic Statistics, Vol. 17, No. 4 (Oct., 1999), pp. 456-465

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1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1994Business-Cycle Phases and Their Transitional Dynamics 19997. Regime Switching with Time-Varying Transition Probabilities 1993Business-Cycle Analysis With a Markov-Switching Model 1994STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS 1994On the Periodic Structure of the Business Cycle

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