Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
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 |
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