A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP

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CLEMENTS M.P.; KROLZIG H.M.

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Paper Information

Journal: JOURNAL OF ECONOMETRICS Year:1998 | Volume:1 | Issue:1 Page(s): 47-75

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Title

A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP

Author(s)

CLEMENTS M.P. | KROLZIG H.M. | Issue Writer Certificate

Keywords

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Abstract

Cites

ASSESSING THE ASYMMETRIC EFFECTS OF CRUDE OIL SHOCKS ON THE IRANIAN ECONOMY IN ECONOMIC REGIMES: MARKOV SWITCHING MODEL
ASSESSING THE EFFECTS OF OIL PRICE SHOCKS ON TEHRAN EXCHANGE STOCK RETURNS: USING WAVELET DECOMPOSITION AND MARKOV SWITCHING

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APA: Copy

CLEMENTS, M.P., & KROLZIG, H.M.. (1998). A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP. JOURNAL OF ECONOMETRICS, 1(1), 47-75. SID. https://sid.ir/paper/599990/en

Vancouver: Copy

CLEMENTS M.P., KROLZIG H.M.. A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP. JOURNAL OF ECONOMETRICS[Internet]. 1998;1(1):47-75. Available from: https://sid.ir/paper/599990/en

IEEE: Copy

M.P. CLEMENTS, and H.M. KROLZIG, “A COMPARISON OF THE FORECAST PERFORMANCE OF MARKOV-SWITCHING AND THRESHOLD AUTOREGRESSIVE MODELS OF US GNP,” JOURNAL OF ECONOMETRICS, vol. 1, no. 1, pp. 47–75, 1998, [Online]. Available: https://sid.ir/paper/599990/en

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