Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Michael P. Clements; Hans-Martin Krolzig
| Year of publication: |
2003
|
|---|---|
| Authors: | Clements, Michael P. ; Krolzig, Hans-Martin |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 21.2003, 1, p. 196-211
|
| 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: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001728896