Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?
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- Morley James & Piger Jeremy & Tien Pao-Lin, 2013.
"Reproducing business cycle features: are nonlinear dynamics a proxy for multivariate information?,"
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- Heather M. Anderson & George Athanasopoulos & Farshid Vahid, 2006. "Nonlinear autoregressive leading indicator models of output in G-7 countries," CAMA Working Papers 2006-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
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