Macroeconomic Regime Identification Using a Two-Step Approach With Independent Component Analysis and Hidden Markov Models
2007 ◽
Vol 13
(2)
◽
pp. 125-137
◽
2006 ◽
pp. 74-85
◽
2006 ◽
Vol 291
(1-2)
◽
pp. 60-71
◽