Modeling macroeconomic series with regime-switching models characterized by a high-dimensional state space

Maciej Augustyniak and Arnaud Dufays ()
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Arnaud Dufays: ULaval - Université Laval [Québec]

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Date: 2018-09
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Published in Economics Letters, 2018, 170, pp.122-126. ⟨10.1016/j.econlet.2018.06.009⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05783337

DOI: 10.1016/j.econlet.2018.06.009

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