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Advances in Markov-Switching Models

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Cover of 'Advances in Markov-Switching Models'

Table of Contents

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    Book Overview
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    Chapter 1 New directions in business cycle research and financial analysis
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    Chapter 2 Permanent and transitory components of recessions
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    Chapter 3 Can oil shocks explain asymmetries in the US Business Cycle?
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    Chapter 4 Markov switching in disaggregate unemployment rates
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    Chapter 5 A Markov-switching vector equilibrium correction model of the UK labour market
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    Chapter 6 Plucking models of business cycle fluctuations: Evidence from the G-7 countries
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    Chapter 7 Is there an asymmetric effect of monetary policy over time?
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    Chapter 8 A regime-switching approach to the study of speculative attacks: A focus on EMS crises
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    Chapter 9 Fads or bubbles?
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    Chapter 10 Improving GARCH volatility forecasts with regime-switching GARCH
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    Chapter 11 Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
Attention for Chapter 9: Fads or bubbles?
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Chapter title
Fads or bubbles?
Chapter number 9
Book title
Advances in Markov-Switching Models
Published by
Physica, Heidelberg, January 2002
DOI 10.1007/978-3-642-51182-0_9
Book ISBNs
978-3-64-251184-4, 978-3-64-251182-0
Authors

Huntley Schaller, Simon van Norden, Schaller, Huntley, van Norden, Simon

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