Bayesian analysis of an unobserved-component time series model of GDP with markov-switching and time-varying growths

Journal of Business and Economic Statistics

Volumn 17, Issue 4, 1999, Pages 456-465

  Luginbuhl, Rob ^a   De Vos, Aart ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Gibbs sampler; Kalman filter; Metropolis algorithm; Switching regime

Indexed keywords

EID: 0033455333     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1999.10524833     Document Type: Article

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