Markov-switching dynamic factor models in real time

  1. Camacho, M.
  2. Perez-Quiros, G.
  3. Poncela, P.
Revue:
International Journal of Forecasting

ISSN: 0169-2070

Année de publication: 2018

Volumen: 34

Número: 4

Pages: 598-611

Type: Article

DOI: 10.1016/J.IJFORECAST.2018.05.002 GOOGLE SCHOLAR