Now showing items 1-2 of 2

  • Regime-Switching Cointegration 

    Jochmann, Markus; Koop, Gary (University of StrathclydeNewcastle University, 2011)
    We develop methods for Bayesian inference in vector error correction models which are subject to a variety of switches in regime (e.g. Markov switches in regime or structural breaks). An important aspect of our approach ...
  • Regime-Switching Cointegration 

    Jochmann, Markus; Koop, Gary (University of StrathclydeNewcastle University, 2011)
    We develop methods for Bayesian inference in vector error correction models which are subject to a variety of switches in regime (e.g. Markov switches in regime or structural breaks). An important aspect of our approach ...

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