Analysis of the U.S. Business Cycle with a Vector-Markov-Switching Model
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- 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.
References listed on IDEAS
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- Moolman, Elna, 2004. "A Markov switching regime model of the South African business cycle," Economic Modelling, Elsevier, vol. 21(4), pages 631-646, July.
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- AdÃ©l Bosch & Franz Ruch, 2012. "An alternative business cycle dating procedure for South Africa," Working Papers 267, Economic Research Southern Africa.
- 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.
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- Stéphane Goutte & Benteng Zou, 2012. "Continuous time regime switching model applied to foreign exchange rate," Working Papers hal-00643900, HAL.
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More about this item
KeywordsBusiness cycles; Business Cycle; Regime Switching; NBER Business Cycle Chronology; probability; forecasting; time series;
StatisticsAccess and download statistics
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