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.
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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)
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