Business and financial cycle across regimes: Does financial stress matter?
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DOI: 10.1016/j.iref.2024.103645
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More about this item
Keywords
Financial regime; Markov-switching; Business cycle; Financial cycle; Financial stress index;All these keywords.
JEL classification:
- C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G1 - Financial Economics - - General Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
Statistics
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