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The Application of Hidden Markov Models to the Analysis of Real Convergence

Michał Bernardelli et al.

Dynamic Econometric Models2017https://doi.org/10.12775/dem.2017.004article
ABDC C
Weight
0.34

What the paper says

This paper employs hidden Markov models and the Viterbi path to analyze the process of real convergence. Such an approach combines the analysis of cyclical and income-level convergence. Twelve macroeconomic variables in the sample of 28 EU countries observed in the 1995-2016 period are within the scope of the study. The results indicate, among others, the existence of real convergence of Poland toward the remaining EU countries in terms of the levels of GDP per capita at PPP and GDP growth rates, with a short-run period of divergence during the global crisis.

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https://doi.org/https://doi.org/10.12775/dem.2017.004

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@article{michał2017,
  title        = {{The Application of Hidden Markov Models to the Analysis of Real Convergence}},
  author       = {Michał Bernardelli et al.},
  journal      = {Dynamic Econometric Models},
  year         = {2017},
  doi          = {https://doi.org/https://doi.org/10.12775/dem.2017.004},
}

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The Application of Hidden Markov Models to the Analysis of Real Convergence

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Evidence weight

0.34

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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