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A comparison of the forecast performance of Markov-switching and threshold autoregressive models of US GNP
CLEMENTS, MICHAEL P., (1998)
Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Clements, Michael P., (2004)
Can oil shocks explain asymmetries in the US Business Cycle?
Krolzig, Hans-Martin, (2002)