Article

Title:
Using Time-Varying Transition Probabilities in Markov Switching Processes to Adjust US Fiscal Policy for Asset Prices
Journal:
Economic Modelling
Year:
2013
Volume:
34
Pages:
25-36
JEL codes:
C51 - Model Construction and Estimation
E44 - Financial Markets and the Macroeconomy
E62 - Fiscal Policy; Public Expenditures, Investment, and Finance; Taxation
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G14 - Information and Market Efficiency; Event Studies
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