Bayesian Inference in Regime-Switching ARMA Models With Absorbing States: The Dynamics of the Ex-Ante Real Interest Rate Under Regime Shifts

Journal of Business and Economic Statistics

Volumn 33, Issue 4, 2015, Pages 566-578

  Kim, Chang Jin ^a   Kim, Jaeho ^b  

^a UNIVERSITY OF WASHINGTON   (United States)

^b UNIVERSITY OF OKLAHOMA   (United States)

Author keywords

Global Metropolis Hastings algorithm; Proposal distribution

Indexed keywords

EID: 84945313760     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2014.979995     Document Type: Article

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