Bayes Estimates of Markov Trends in Possibly Cointegrated Series: An Application to U.S. Consumption and Income

Journal of Business and Economic Statistics

Volumn 21, Issue 4, 2003, Pages 547-563

  Paap, Richard ^a   Van Dijk, Herman K ^a  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

Author keywords

Cointegration; Markov chain Monte Carlo; Multivariate Markov trend; Permanent income hypothesis

Indexed keywords

EID: 0242350280     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500103288619296     Document Type: Article

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