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Published in 2023 at "Econometrics"
DOI: 10.3390/econometrics11020010
Abstract: The COVID-19 pandemic is characterized by a recurring sequence of peaks and troughs. This article proposes a regime-switching unobserved components (UC) approach to model the trend of COVID-19 infections as a function of this ebb…
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Keywords:
covid infection;
modeling covid;
regime switching;
switching unobserved ... See more keywords