2 results for “topic:minsky-hypothesis”
End-to-End Python implementation of Markov-Switching VAR framework for detecting endogenous financial fragility. Replicates Delli Gatti et al.'s (2025) methodology using EM algorithm, Hamilton filtering, and HP spectral decomposition to empirically test Minsky's Financial Instability Hypothesis in macroeconomic data.
📊 Explore regime changes and real financial cycles through Minsky's hypothesis in a nonlinear framework, enhancing macroeconomic and financial analysis.