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Using Regional Cycles to Measure National Business Cycles in the U.S. with the Markov Switching Panel Model

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Author Info
Shyh-Wei Chen () (Associate Professor, Department of Economics, Tunghai University)
Abstract

This paper measures the accuracy of using regional cycles to identify national business cycle turning points in the U.S. with the Markov Switching Panel (MSP) model. Based on the MSP model, it is determined that regional cycles are highly capable of identifying national business cycle turning points in the U.S., but the duration of recessions of regional cycles are longer than those of national business cycles.

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File URL: http://economicsbulletin.vanderbilt.edu/2007/volume3/EB-07C30069A.pdf
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Publisher Info
Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 3 (2007)
Issue (Month): 46 ()
Pages: 1-12
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:ebl:ecbull:v:3:y:2007:i:46:p:1-12

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Postal: Economics Bulletin, Department of Economics, 414 Calhoun Hall, Vanderbilt University, Nashville TN 37235, USA
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Related research
Keywords: Business cycles Markov Switching Panel model Regional cycle Turning point

Find related papers by JEL classification:
C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles

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