Analyzing the effect of time-varying factors for Thai rice export

© 2016 by the Mathematical Association of Thailand. All rights reserved. This paper analyses the time-varying behaviors of some specific factors that affect the Thai rice export. We introduce the Markov switching regression with time-varying method as a contribution to a discussion on this issue. Th...

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Main Authors:	Paravee Maneejuk, Pathairat Pastpipatkul, Songsak Sriboonchitta
Format:	Journal
Published:	2018
Subjects:	Mathematics
Online Access:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008422639&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55966
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Institution:	Chiang Mai University

id	th-cmuir.6653943832-55966
record_format	dspace
spelling	th-cmuir.6653943832-559662018-09-05T03:06:39Z Analyzing the effect of time-varying factors for Thai rice export Paravee Maneejuk Pathairat Pastpipatkul Songsak Sriboonchitta Mathematics © 2016 by the Mathematical Association of Thailand. All rights reserved. This paper analyses the time-varying behaviors of some specific factors that affect the Thai rice export. We introduce the Markov switching regression with time-varying method as a contribution to a discussion on this issue. This model employs the Bayesian approach to do the parameter estimation of this model while Kalman filter is applied to predict the time-varying coefficient in each regime. The result shows that the proposed model is able to capture the real economic situation very well and can beat the conventional static Markov switching regression. 2018-09-05T03:06:39Z 2018-09-05T03:06:39Z 2016-01-01 Journal 16860209 2-s2.0-85008422639 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008422639&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55966
institution	Chiang Mai University
building	Chiang Mai University Library
country	Thailand
collection	CMU Intellectual Repository
topic	Mathematics
spellingShingle	Mathematics Paravee Maneejuk Pathairat Pastpipatkul Songsak Sriboonchitta Analyzing the effect of time-varying factors for Thai rice export
description	© 2016 by the Mathematical Association of Thailand. All rights reserved. This paper analyses the time-varying behaviors of some specific factors that affect the Thai rice export. We introduce the Markov switching regression with time-varying method as a contribution to a discussion on this issue. This model employs the Bayesian approach to do the parameter estimation of this model while Kalman filter is applied to predict the time-varying coefficient in each regime. The result shows that the proposed model is able to capture the real economic situation very well and can beat the conventional static Markov switching regression.
format	Journal
author	Paravee Maneejuk Pathairat Pastpipatkul Songsak Sriboonchitta
author_facet	Paravee Maneejuk Pathairat Pastpipatkul Songsak Sriboonchitta
author_sort	Paravee Maneejuk
title	Analyzing the effect of time-varying factors for Thai rice export
title_short	Analyzing the effect of time-varying factors for Thai rice export
title_full	Analyzing the effect of time-varying factors for Thai rice export
title_fullStr	Analyzing the effect of time-varying factors for Thai rice export
title_full_unstemmed	Analyzing the effect of time-varying factors for Thai rice export
title_sort	analyzing the effect of time-varying factors for thai rice export
publishDate	2018
url	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008422639&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55966
_version_	1681424603905261568

Analyzing the effect of time-varying factors for Thai rice export

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