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Stock market conditions, booms, busts, monetary policy, inflation, Qual-VAR
Technical trading rules, Markov switching, exchange rates, excess returns
Stock market, booms, busts, monetary policy, policy regimes
Kalman Filter, truncated normal, probit model, macroeconometric models
Smooth Transition Threshold Autoregressive, Forecasting, Nonlinear Models
regulation, professions, nursing panel data, Markov Chain Monte Carlo
Regime switching, Markov Chain Monte Carlo, nonlinear state space
Vector autoregression, Regime switching, Business Cycle Turning Point
Nonlinear autoregressive models, Smooth transition, Stability, Threshold
Regime switching, smooth-transition autoregressive model, unemployment, non- linear models
Price puzzle, Indeterminacy, Great Inflation, Change-point, Metropolis-Hastings
DSGE model, Indeterminacy, Great Inflation, State-Space model, change- point, regime switching, Kalman Filter, MCMC, Metropolis-Hastings, Gibbs, Bayes
This is a CEPR Discussion Paper. CEPR charges a fee of $8.00 for this paper.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Currency crisis, exchange rate peg, Thailand
Maintenance and repair, improvements, capital utilization
Markov Switching, Nonlinear Decision Rules, Hours-Productivity Correlation
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
File name: OBES.pdf Size: 1897K
Smooth transition threshold autoregressive, rational expectations, forecasting
