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Markov-switching stochastic trends and economic fluctuations

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Author Info
Camacho, Maximo

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Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

Volume (Year): 29 (2005)
Issue (Month): 1-2 (January)
Pages: 135-158
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Handle: RePEc:eee:dyncon:v:29:y:2005:i:1-2:p:135-158

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  1. Vasco Gabriel & Fernando Alexandre & Pedro Bação, 2007. "The Consumption-Wealth Ratio Under Asymmetric Adjustment," GEMF Working Papers 2007-06, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
    Other versions:
  2. Alessandro Calza & Andrea Zaghini, 2008. "Nonlinearities in the dynamics of the euro area demand for M1," Temi di discussione (Economic working papers) 690, Bank of Italy, Economic Research Department. [Downloadable!]
    Other versions:
  3. Alessandro Calza & Andrea Zaghini, 2006. "Non-linear dynamics in the euro area demand for M1," Working Paper Series 592, European Central Bank. [Downloadable!]
  4. Juselius , Mikael & Kim, Moshe & Ringbom, Staffan, 2009. "Do markup dynamics reflect fundamentals or changes in conduct?," Research Discussion Papers 12/2009, Bank of Finland. [Downloadable!]
  5. Ihle, Rico & Cramon-Taubadel, Stephan von, 2008. "A Comparison of Threshold Cointegration and Markov-Switching Vector Error Correction Models in Price Transmission Analysis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37603, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
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