نتایج جستجو برای: markov switching model
تعداد نتایج: 2190526 فیلتر نتایج به سال:
Accelerating the development of new energy infrastructure in EU based on renewable sources is necessary for targeted reduction greenhouse gas emissions and increase production from sources. This article reviews current issues research innovations within European policy. The effectiveness generation resources adaptation may be limited to challenges ensuring flexibility pan-European system, as st...
In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal model (MSM). In order to see how well the estimated models capture the temporal dependence of the data, we estimate and compare the scaling ex...
The purpose of the research is to examine and analyze interest rates, inflation stock returns, holiday conditions on values e-money transactions based two conditions, before after issuance Bank Indonesia regulations. data used in this study monthly statistical payment system for period 2008-2018. While, was quantitative using Markov Regime Switching Model hypothesis testing time series regressi...
We consider a continuous-time, ergodic Markov process on a large continuous or discrete state space. The process is assumed to exhibit a number of metastable sets. Markov state models (MSMs) are designed to represent the effective dynamics of such a process by a Markov chain that jumps between the metastable sets with the transition rates of the original process. MSMs have been used for a numbe...
According to Taylor (1993) rule, the monetary authority responds to deviations of output and of inflation from their targets through nominal interest rate fluctuations regarded as policy instrument. Another specification that has received considerable attention is that policymakers may have asymmetric preferences with regard to their objectives during recessions and expansions. Since according ...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید