ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME

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HAMILTON J.D.

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Journal Paper

Paper Information

Journal: JOURNAL OF ECONOMETRICS Year:1990 | Volume:45 | Issue:1-2 Page(s): 39-70

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Information Journal Paper

Title

ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME

Author(s)

HAMILTON J.D. | Issue Writer Certificate

Keywords

Not Registered.

Abstract

Cites

THE ASYMMETRIC EFFECTS OF REAL EXCHANGE RATE FLUCTUATIONS ON NON-OIL EXPORTS OF IRAN: A MARKOV-SWITCHING APPROACH
TEST OF NEW KEYNESIAN VIEW ABOUT ASYMMETRIC EFFECTS OF MONETARY SHOCKS ON OUTPUT IN IRAN: A MARKOV REGIME SWITCHING MODEL
ASSESSING THE ASYMMETRIC EFFECTS OF CRUDE OIL SHOCKS ON THE IRANIAN ECONOMY IN ECONOMIC REGIMES: MARKOV SWITCHING MODEL

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APA: Copy

HAMILTON, J.D.. (1990). ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME. JOURNAL OF ECONOMETRICS, 45(1-2), 39-70. SID. https://sid.ir/paper/581902/en

Vancouver: Copy

HAMILTON J.D.. ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME. JOURNAL OF ECONOMETRICS[Internet]. 1990;45(1-2):39-70. Available from: https://sid.ir/paper/581902/en

IEEE: Copy

J.D. HAMILTON, “ANALYSIS OF TIME SERIES SUBJECT TO CHANGES IN REGIME,” JOURNAL OF ECONOMETRICS, vol. 45, no. 1-2, pp. 39–70, 1990, [Online]. Available: https://sid.ir/paper/581902/en

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