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Markovljev model promjene režima (MS-AR / MS-VAR)×Model Vektorske Autoregresije (VAR)×
PodručjeEkonometrijaEkonometrija
ObiteljRegression modelRegression model
Godina nastanka19892005
TvoracHamilton (1989); Kim & Nelson (1999)Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
VrstaRegime-switching time series modelMultivariate time-series model
Temeljni izvorHamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384. DOI ↗Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Drugi naziviregime-switching model, Markov-switching autoregression, MS-AR, MS-VARvector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Srodne54
SažetakThe Markov regime-switching model lets the parameters of a time series change probabilistically across hidden regimes governed by a Markov chain. Introduced by Hamilton (1989) and developed further by Kim and Nelson (1999), it automatically detects business-cycle phases such as expansions and contractions.Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005).
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ScholarGateUsporedite metode: Markov-Switching Model · VAR Model. Preuzeto 2026-06-19 s https://scholargate.app/hr/compare