Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions
Year of publication: |
2003
|
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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
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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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