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Interconnections between Eurozone and US booms and busts using a Bayesian Panel Markov-Switching VAR mode
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2015
Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
Persistent link: https://www.econbiz.de/10011335013
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Interconnections between Eurozone and us booms and us busts using a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - In: Journal of applied econometrics 31 (2016) 7, pp. 1352-1370
Persistent link: https://www.econbiz.de/10011687515
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Interactions between Eurozone and US booms and busts : A Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2014
Persistent link: https://www.econbiz.de/10010440081
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10010191237
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Interactions between Eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10009786985
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Interactions between eurozone and US booms and busts : a Bayesian panel Markov-switching VAR model
Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10011629417
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Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica - 2013
more timely information on the aggregate recession than Netherlands and France …
Persistent link: https://www.econbiz.de/10013073106
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Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica - 2013
more timely information on the aggregate recession than Netherlands and France …
Persistent link: https://www.econbiz.de/10013076662
Cover Image
Interconnections between Eurozone and US Booms and Busts Using a Bayesian Panel Markov-Switching VAR Mode
Billio, Monica - 2015
Interconnections between Eurozone and United States booms and busts and among major Eurozone economies are analyzed using a Panel Markov-Switching VAR model. The model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
Persistent link: https://www.econbiz.de/10013015437
Cover Image
Interactions between Eurozone and US Booms and Busts : A Bayesian Panel Markov-Switching VAR Model
Billio, Monica - 2014
allowing for modeling of the interactions between cycles. An endogenous common eurozone cycle is derived by aggregating country …, provide more timely information on the aggregate recession than Netherlands and France …
Persistent link: https://www.econbiz.de/10013062905