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Item Details
Title: ADVANCES IN MARKOV-SWITCHING MODELS
APPLICATIONS IN BUSINESS CYCLE RESEARCH AND FINANCE
By: James D. Hamilton (Editor), Baldev Raj (Editor)
Format: Paperback

List price: £69.99
Our price: £61.24
Discount:
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You save: £8.75
ISBN 10: 3642511848
ISBN 13: 9783642511844
Availability: Usually dispatched within 1-3 weeks.
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Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Pub. date: 19 January, 2013
Edition: Softcover reprint of the original 1st ed. 2002
Series: Studies in Empirical Economics
Pages: 267
Synopsis: This book is a collection of state-of-the-art papers on the properties of business cycles and financial analysis. The individual contributions cover new advances in Markov-switching models with applications to business cycle research and finance. The introduction surveys the existing methods and new results of the last decade. Individual chapters study features of the U. S. and European business cycles with particular focus on the role of monetary policy, oil shocks and co- movements among key variables. The short-run versus long-run consequences of an economic recession are also discussed. Another area that is featured is an extensive analysis of currency crises and the possibility of bubbles or fads in stock prices. A concluding chapter offers useful new results on testing for this kind of regime-switching behaviour. Overall, the book provides a state-of-the-art over- view of new directions in methods and results for estimation and inference based on the use of Markov-switching time-series analysis. A special feature of the book is that it includes an illustration of a wide range of applications based on a common methodology. It is expected that the theme of the book will be of particular interest to the macroeconomics readers as well as econometrics professionals, scholars and graduate students. We wish to express our gratitude to the authors for their strong contributions and the reviewers for their assistance and careful attention to detail in their reports.
Illustrations: 56 Tables, black and white; 195 Illustrations, black and white; VIII, 267
Publication: Germany
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Returns: Returnable
Some other items by this author:
ADVANCES IN ECONOMETRICS AND MODELLING (HB)
ADVANCES IN ECONOMETRICS AND MODELLING (PB)
ADVANCES IN MARKOV-SWITCHING MODELS (HB)
ADVANCES IN MATERIALS CHARACTERIZATION (HB)
ADVANCES IN PUBLIC ECONOMICS (HB)
ADVANCES IN PUBLIC ECONOMICS (PB)
ADVANCES IN STAINLESS STEELS (HB)
ARMONIA EN EL HOGAR
CORROSION AND CORROSION SENSING
CORROSION AND CORROSION SENSING
CORROSION AND CORROSION SENSING (HB)
CORROSION OF AUSTENITIC STAINLESS STEEL
CORROSION OF AUSTENITIC STAINLESS STEELS (HB)
CORROSION OF AUSTENITIC STAINLESS STEELS (HB)
CORROSION OF AUSTENITIC STAINLESS STEELS, MECHANISM, MITIGATION AND MONITORING (HB)
CORROSION PREVENTION AND CONTROL (HB)
CORROSION SCIENCE AND TECHNOLOGY (HB)
CORROSION SCIENCE AND TECHNOLOGY (HB)
ECONOMETRICS
ECONOMETRICS
ECONOMETRICS
ECONOMETRICS
ECONOMETRICS
ECONOMETRICS
ECONOMETRICS (HB)
ECONOMETRICS (PB)
ECONOMETRICS (ROUTLEDGE REVIVALS) (HB)
FRONTIERS IN MATERIALS MODELLING AND DESIGN (HB)
FRONTIERS IN MATERIALS MODELLING AND DESIGN (PB)
FRONTIERS IN MATERIALS PROCESSING, APPLICATIONS, RESEARCH AND TECHNOLOGY (HB)
FRONTIERS IN MATERIALS SCIENCE (PB)
FRONTIERS IN THE DESIGN OF MATERIALS (HB)
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS (HB)
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS (HB)
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS (HB)
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS (PB)
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS (PB)
HENRI THEIL'S CONTRIBUTIONS TO ECONOMICS AND ECONOMETRICS (PB)
HIGH NITROGEN STEELS AND STAINLESS STEELS (HB)
HOW ECONOMISTS EXPLAIN (PB)
INCOME INEQUALITY, POVERTY AND ECONOMIC WELFARE (HB)
INCOME INEQUALITY, POVERTY, AND ECONOMIC WELFARE (PB)
INTERNAL CORROSION OF PIPELINES (HB)
LONG-RUN ECONOMIC GROWTH (HB)
LONG-RUN ECONOMIC GROWTH (PB)
MATERIALS AND FAILURES IN MEMS AND NEMS
MATERIALS AND FAILURES IN MEMS AND NEMS
MATERIALS AND FAILURES IN MEMS AND NEMS (HB)
MINIATURIZED TESTING OF ENGINEERING MATERIALS
MINIATURIZED TESTING OF ENGINEERING MATERIALS
MINIATURIZED TESTING OF ENGINEERING MATERIALS
MINIATURIZED TESTING OF ENGINEERING MATERIALS (HB)
NANOTECHNOLOGY FOR ENERGY SUSTAINABILITY, 3 VOLUME SET
NANOTECHNOLOGY FOR ENERGY SUSTAINABILITY, 3 VOLUME SET
NANOTECHNOLOGY FOR ENERGY SUSTAINABILITY, 3 VOLUME SET
NANOTECHNOLOGY FOR ENERGY SUSTAINABILITY, 3 VOLUME SET (HB)
NEW DEVELOPMENTS IN TIME SERIES ECONOME (HB)
NEW DEVELOPMENTS IN TIME SERIES ECONOMETRICS (PB)
NON-DESTRUCTIVE EVALUATION OF CORROSION (HB)
NON-DESTRUCTIVE TESTING OF WELDS (HB)
NON-DESTRUCTIVE TESTING OF WELDS (HB)
NON-DESTRUCTIVE TESTING OF WELDS (PB)
PANEL DATA ANALYSIS (HB)
PANEL DATA ANALYSIS (PB)
PERSPECTIVES IN MATERIALS CHARACTERIZATION (HB)
PRACTICAL DIGITAL SIGNAL PROCESSING (HB)
PRACTICAL LIQUID PENETRANT TESTING (HB)
PRACTICAL MAGNETIC PARTICLE TESTING (HB)
PRACTICAL NON-DESTRUCTIVE TESTING (HB)
PRACTICAL NON-DESTRUCTIVE TESTING (HB)
PRACTICAL RADIOGRAPHY (HB)
PRESSSURE VESSELS & PIPING VOL 4 (HB)
PRESSURE VESSELS & PIPING VOL 1 (HB)
PRESSURE VESSELS & PIPING VOL 3 (HB)
PRESSURE VESSELS AND PIPING (HB)
PRESSURE VESSELS AND PIPING (HB)
PRESSURE VESSELS AND PIPING (HB)
PRESSURE VESSELS AND PIPING (HB)
REACTIONS AND MECHANISMS IN THERMAL ANALYSIS OF ADVANCED MATERIALS
REACTIONS AND MECHANISMS IN THERMAL ANALYSIS OF ADVANCED MATERIALS
REACTIONS AND MECHANISMS IN THERMAL ANALYSIS OF ADVANCED MATERIALS (HB)
SCIENCE AND TECHNOLOGY OF ULTRASONICS (HB)
SENSOR SCIENCE AND TECHNOLOGY (HB)
SODIUM FAST REACTORS WITH CLOSED FUEL CYCLE
SODIUM FAST REACTORS WITH CLOSED FUEL CYCLE (HB)
TEXTBOOK OF NANOSCIENCE AND NANOTECHNOLOGY (HB)
TEXTBOOK OF NANOSCIENCE AND NANOTECHNOLOGY (PB)
THE MIND OF AN ENGINEER (HB)
TIME SERIES ANALYSIS (HB)
TRENDS IN NDE SCIENCE AND TECHNOLOGY (HB)
WELDING TECHNOLOGY FOR ENGINEERS (HB)

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