Browsing by Subject "Monte Carlo Simulation"
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The performance of Bayesian VAR Markov switching and logistic regression models with Monte Carlo simulated data
(North-West University (South Africa), 2017)In this study, the main intention is to build an early warning system (EWS) model for inflation in South Africa using the findings from the Markov-switching Bayesian vector autoregressive (MSBVAR) on logistic regression ...