Business cycle and Markov switching models with distributed lags : a comparison between US and euro area
Monica Billio; Maddalena Cavicchioli
| Year of publication: |
2014
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|---|---|
| Authors: | Billio, Monica ; Cavicchioli, Maddalena |
| Published in: |
Rivista italiana degli economisti : the journal of the Italian Economic Association. - Bologna : Il Mulino, ISSN 1593-8662, ZDB-ID 2056500-8. - Vol. 19.2014, 2, p. 253-276
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| Subject: | Time Series | VARMA Models | Markov Chains | Changes in Regime | Regime Number | Business Cycle Models | Markov-Kette | Markov chain | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory | Eurozone | Euro area | Schätzung | Estimation | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010407958