Exploring the dynamics of business survey data using Markov models
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DOI: 10.1007/s10287-019-00354-4
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More about this item
Keywords
Business tendency surveys; Business cycle; Coupled Markov chain; Multinomial distribution;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
Statistics
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