Search found 1 match
- Sat Feb 11, 2017 9:54 am
- Forum: Econometric Discussions
- Topic: Markov Switching Model
- Replies: 0
- Views: 5796
Markov Switching Model
Hi Guys, I have recently started using eview for a project in college. I am using Hamilton's 1989 model that was modified in 2002 by Garcia and Schaller to try and show that interest rates have a different effects dependent on what state the interest rate change happens in. So I have got the Gnp dat...