Colombian economic growth under Markov switching regimes with endogenous transition probabilities
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Other versions of this item:
- Martha Misas & María Teresa Ramírez, 2006. "Colombian economic growth under Markov switching regimes with endogenous transition probabilities," Borradores de Economia 425, Banco de la Republica de Colombia.
References listed on IDEAS
- Filardo, Andrew J. & Gordon, Stephen F., 1998. "Business cycle durations," Journal of Econometrics, Elsevier, vol. 85(1), pages 99-123, July.
- Pok-sang Lam, 2004. "A Markov-Switching Model Of Gnp Growth With Duration Dependence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(1), pages 175-204, February.
- Luca Stanca, 1999. "Asymmetries and nonlinearities in Italian macroeconomic fluctuations," Applied Economics, Taylor & Francis Journals, vol. 31(4), pages 483-491.
- Diebold, Francis X & Rudebusch, Glenn D, 1996. "Measuring Business Cycles: A Modern Perspective," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 67-77, February.
- Martha Misas & María Teresa Ramírez, 2005.
"Depressions In The Colombian Economic Growth During The Xx Century:A Markov Switching Regime Model,"
BORRADORES DE ECONOMIA
002274, BANCO DE LA REPÚBLICA.
- Martha Misas & María Teresa Ramírez, 2005. "Depressions in the Colombian Economic Growth Durng the XX Century: A Markov Switching Regime Model," Borradores de Economia 340, Banco de la Republica de Colombia.
- Carlos Esteban Posada P., 1999. "Los Ciclos Económicos En El Siglo Xx," BORRADORES DE ECONOMIA 003158, BANCO DE LA REPÚBLICA.
More about this item
KeywordsMarkov endogenous switching regime model; Time-varying transition probabilities; economic growth; Colombia.;
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- N16 - Economic History - - Macroeconomics and Monetary Economics; Industrial Structure; Growth; Fluctuations - - - Latin America; Caribbean
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