Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Michael P. Clements and Hans-Martin Krolzig
| Year of publication: |
1998
|
|---|---|
| Authors: | Clements, Michael P. ; Krolzig, Hans-Martin |
| Publisher: |
Coventry : Dep. of Economics, Univ. of Warwick |
| Subject: | Konjunktur | Business cycle | Nationaleinkommen | National income | USA | United States | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory | Autokorrelation | Autocorrelation | 1953-1984 |
| Extent: | 24 S. graph. Darst. |
|---|---|
| Series: | Warwick economic research papers. - Coventry, ISSN 0083-7350, ZDB-ID 863068-9. - Vol. 522 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Classification: | Konjunktur |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001370037