For the univariate case, we discuss two kinds of dynamic models: GARCH type model and regime switching model.
对于单变量的情况，本文讨论了两种动态模型：GARCH类型模型和状态转换模型。
Additionally, the results show that the term structure of interest rates of different maturities can be obtained with the nested Markov regime switching CKLS model.
此外，结果表明不同到期日利率期限结构可由缩压的马尔科夫区制转移CKLS模型获得。
This paper is based on the Phillips curve and Okun's Law. By using the state space model with regime switching, we positively test the relationship between growth and inflation.
本文在菲利普斯曲线和奥肯定律的理论框架下，采用具有区制转移的状态空间模型对经济增长率和通货膨胀率之间的关系进行了实证研究。
The regime-switching model about interest rate extends Vasicek and CIR models.
利率的结构转换模型是对Vasicek模型和CIR模型的推广。
The regime-switching model about interest rate extends Vasicek and CIR models.
利率的结构转换模型是对Vasicek模型和CIR模型的推广。
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