Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model
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- Fujiwara, Ippei, 2006.
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- Xi, Yanhui & Peng, Hui & Qin, Yemei & Xie, Wenbiao & Chen, Xiaohong, 2015. "Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 117(C), pages 141-153.
- Chen, Shyh-Wei, 2007. "Measuring business cycle turning points in Japan with the Markov Switching Panel model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 76(4), pages 263-270.
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More about this item
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
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