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://jda-test.zbw.eu/dataset/8077afa4-0cfc-419e-a04b-7a5e9655d4ad/resource/b6a9e98b-5de6-4bfb-8acf-073e2bf94d74/download/readme.bp.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
