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Business Cycle Analysis by Markov-Switching VARFIMA Process

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Specialization

International Economics

Academic Year

Dates

August 2010 - June 2011

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

Business Cycle Analysis by Markov-Switching VARFIMA Process

Scholar Information

Grantee

Wen Jen Tsay

Title

Research Fellow

Institution

Academia Sinica

Host Institutions

Institution

University of Washington

Faculty

Yuchin Chen

Host Department

Department of Economics