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Showing 1 to 1 of 1 for “"regimes switching"”.
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An empirical analysis of Malaysian housing market: switching and non-switching models
… (VECM), Vector AutoRegression (VAR), regime-switching (Markov-Switching),GARCH model and MS-GARCH, our result suggests that a semi-rational bubble does exist in the Malaysian housing market in 1997:Q1 to 1998:Q2. The deviations or fluctuations of the Malaysian House Price Index cannot be …