Search: SOLA
RBA Glossary definition for SOLA
SOLA – Statement of Liabilities and Assets. The weekly Reserve Bank of Australia balance sheet published each Friday, as at close of business the previous Wednesday.
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A Markov-switching Model
31 Dec 2015
RDP
2015-12
of this – and Hall, Psaradakis and Sola (1997) and Psaradakis, Sola and Spagnolo (2004), who used Markov-switching ECMs to investigate periods of significant deviations of UK housing prices and US
https://www.rba.gov.au/publications/rdp/2015/2015-12/a-markov-switching-model.html
References
31 Dec 2015
RDP
2015-12
Hall S, Z Psaradakis and M Sola (1997), ‘Switching Error-Correction Models of House Prices in the United Kingdom’,. ... Psaradakis Z, M Sola and F Spagnolo (2004), ‘On Markov Error-Correction Models, with an Application to Stock Prices and
https://www.rba.gov.au/publications/rdp/2015/2015-12/references.html