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Characterizing business cycles with a Markov switching model : evidence of multiple equilibria

Boldin, Michael David - 1990

Persistent link: https://www.econbiz.de/10000831293

A check on the robustness of Hamilton's Markov switching model approach to the economic analysis of the business cycle

Boldin, Michael David (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 1 (1996) 1, pp. 35-46

Persistent link: https://www.econbiz.de/10001769607

Should policy makers worry about asymmetries in the business cycle?

Boldin, Michael David (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 4, pp. 203-220

Persistent link: https://www.econbiz.de/10001769721

Using switching models to study business cycle asymmetries

Boldin, Michael David - 1992

Persistent link: https://www.econbiz.de/10000852906

Business cycles and stock market volatility : theory and evidence of animal spirits

Boldin, Michael David - 1990

Persistent link: https://www.econbiz.de/10000825451

An evaluation of methods for determining turning points in the business cycle

Boldin, Michael David - 1993

Persistent link: https://www.econbiz.de/10013435889

A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle

Boldin, Michael David - 1998

This note explores the robustness of Hamilton's (Econometrica, 1989) two-regime Markov switching model framework for capturing business-cycle patterns. Applying his exact specification to a revised version of real GNP, I find parameter estimates that are similar to those he reported only when I...

Persistent link: https://www.econbiz.de/10014088831