The performance of the Markov-switching model on business cycle identification revisited
Year of publication: |
2005
|
---|---|
Authors: | Li, Ming-yuan Leon ; Lin, Hsiou-wei William ; Hsiu-Hua, Rau |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 12.2005, 8, p. 513-520
|
Subject: | Markov-Kette | Markov chain | Konjunktur | Business cycle | Konjunkturtheorie | Business cycle theory |
-
Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica, (2013)
-
Dating US business cycles with macro factors
Fossati, Sebastian, (2016)
-
Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin, (2000)
- More ...
-
The performance of the Markov-switching model on business cycle identification revisited
Li, Ming-Yuan Leon, (2005)
-
Li, Ming-Yuan Leon, (2004)
-
Li, Ming-Yuan Leon, (2003)
- More ...