Showing 1 - 10 of 52
Persistent link: https://www.econbiz.de/10002793223
Persistent link: https://www.econbiz.de/10001978121
Persistent link: https://www.econbiz.de/10001979869
Persistent link: https://www.econbiz.de/10003012959
Persistent link: https://www.econbiz.de/10002156253
We study the comovement of international business cycles in a time series clustering model with regime-switching. We extend the framework of Hamilton and Owyang (2012) to include time-varying transition probabilities to determine what drives similarities in business cycle turning points. We find...
Persistent link: https://www.econbiz.de/10011998052
Persistent link: https://www.econbiz.de/10012210370
Persistent link: https://www.econbiz.de/10013281371
Persistent link: https://www.econbiz.de/10001823468
Persistent link: https://www.econbiz.de/10001659330