readme.bp.txt
Creators:
Jushan Bai
;
Peng Wang
From the dataset abstract
Motivated by the great moderation in major US macroeconomic time series, we formulate the regime switching problem through a conditional Markov chain. We model the long-run volatility...
Source: Conditional Markov chain and its application in economic time series analysis (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/1eff8e45-6abf-4704-aeaf-0bdd37bebaf3/resource/d0b8acf6-e7e5-4516-8dfe-a32fbc52eb69/download/readme.bp.txt |
| Last updated | November 16, 2022 |
| Created | November 16, 2022 |
