Search Results - subject:"panel Markov-switching"

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Markov switching panel with endogenous synchronization effects

Agudze, Komla M.; Billio, Monica; Casarin, Roberto; … - 2021

Persistent link: https://www.econbiz.de/10013179346

Markov switching panel with endogenous synchronization effects

Agudze, Komla M.; Billio, Monica; Casarin, Roberto; … - In: Journal of econometrics 230 (2022) 2, pp. 281-298

Persistent link: https://www.econbiz.de/10013463814

Trilemma, dilemma or 2.5-lemma in the transmission of monetary policy : evidence from a Markov-switching panel data model

Alba, Joseph Dennis; Wang, Peiming - In: Applied economics 53 (2021) 42, pp. 4917-4929

Persistent link: https://www.econbiz.de/10012609890

Growth-cycle phases in China’s provinces: A panel Markov-switching approach

Casarin, Roberto; Agudze, Komla Mawulom; Billio, Monica; … - Dipartimento di Economia, Università Ca' Foscari Venezia - 2014

Markov-switching models. We obtain evidence that growth cycles in China and its provinces’ are characterized by distinct … the multivariate synchronization of provincial cycles and the selection of the number of cycles phases’ by means of panel …

Persistent link: https://www.econbiz.de/10011099465

Growth-cycle phases in China's provinces : a panel Markov-switching approach

Agudze, Komla M.; Billio, Monica; Casarin, Roberto; … - 2014

Persistent link: https://www.econbiz.de/10011629384