42. Markov Switching Regression in EViews || Dr. Dhaval Maheta

[@mohapatraful]

Today's in full of energy

[@sagnikmaity6734]

Sir's explanation of 'the regime 1:Higer baseline with significant AR(1)' indicates which model is switching or non-switching model?

[@DhavalSaifaleeAaryash]

@@sagnikmaity6734 switching

[@jayagupta9239]

Sir, dependent variable se regimes bante hain ? Independent varaible se nahi kya?

[@DhavalSaifaleeAaryash]

@@jayagupta9239 we see the distribution of dependent variable

[@jayagupta9239]

@DhavalSaifaleeAaryash thank you so much for your response. Sir, suppose we have regression cpi = alpha + beta(oil prices) and we want to classify two volatility regimes then we have to use volatility in cpi and not in oil prices i.e., high volatility in cpi as high volatility regimes and low volatility in cpi as low volatility regime. can you please explain why we only look for distribution of dependent variable (i.e. cpi in our example) only for classifying regimes and not the independent variable (i.e., oil prices )

[@DhavalSaifaleeAaryash]

@jayagupta9239 if we take distribution of independent and dependent variable both. It is very difficult to form equation

[@nouha8357]

Please how can you combine MS and SVAR model

[@DhavalSaifaleeAaryash]

@@nouha8357 you want video on it