Analysis of the U.S. Business Cycle with a Vector-Markov-Switching Model
Download full text from publisher
Other versions of this item:
- Kontolemis, Zenon G, 2001. "Analysis of the US Business Cycle with a Vector-Markov-Switching Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(1), pages 47-61, January.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
- Moolman, Elna, 2004. "A Markov switching regime model of the South African business cycle," Economic Modelling, Elsevier, vol. 21(4), pages 631-646, July.
- Stéphane GOUTTE & Benteng Zou, 2011. "Foreign exchange rates under Markov Regime switching model," CREA Discussion Paper Series 11-16, Center for Research in Economic Analysis, University of Luxembourg.
- Adél Bosch & Franz Ruch, 2013.
"An Alternative Business Cycle Dating Procedure for South Africa,"
South African Journal of Economics,
Economic Society of South Africa, vol. 81(4), pages 491-516, December.
- AdÃ©l Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- E. Andersson & D. Bock & M. Frisen, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 33(3), pages 257-278.
- Robert A Buckle & David Haugh & Peter Thomson, 2002. "Growth and volatility regime switching models for New Zealand GDP data," Treasury Working Paper Series 02/08, New Zealand Treasury.
- Lars-Erik Öller & Lasse Koskinen, 2004.
"A classifying procedure for signalling turning points,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
- Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
- David Bock & Eva Andersson & Marianne Frisén, 2005. "Statistical surveillance of cyclical processes with application to turns in business cycles," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(7), pages 465-490.
More about this item
KeywordsBusiness cycles; Business Cycle; Regime Switching; NBER Business Cycle Chronology; probability; forecasting; time series;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-01-11 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:imf:imfwpa:99/107. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi). General contact details of provider: http://edirc.repec.org/data/imfffus.html .
We have no references for this item. You can help adding them by using this form .