Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
Michael P. Clements and Hans-Martin Krolzig
| Year of publication: |
2004
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|---|---|
| Authors: | Clements, Michael P. ; Krolzig, Hans-Martin |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 9.2004, 1, p. 1-14
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| Subject: | Konjunktur | Business cycle | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | USA | United States | Autokorrelation | Autocorrelation | Theorie | Theory | 1947-1991 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001904952