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11-002/4 - Modeling and Estimation of Synchronization in Multistate Markov-Switching Models


  • Authors
    Cem Cakmakli, Erasmus University Rotterdam; Richard Paap, Erasmus University Rotterdam; Dick J.C. van Dijk, Erasmus University Rotterdam
  • Publication date
    January 6, 2011
  • Keywords
    imperfect synchronization, phase shifts, regime-switching models, Bayesian analysis
  • JEL
    C11, C32, C51, C52