Testing for business cycle asymmetries based on autoregressions with a Markov-switching intercept
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- Almeida, Pedro Cameira de & Fuinhas, José Alberto & Marques, António Cardoso, 2011.
"A assimetria dos ciclos económicos: Evidência internacional usando o teste triples
[The asymmetry of business cycles: International evidence using triples test]," MPRA Paper 35208, University Library of Munich, Germany.
- Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers 07-38, Bank of Canada.
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More about this item
Keywordsasymmetry; deepness; steepness; Markov-switching; business cycles;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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