Business Cycle and Markov Switching Models with Distributed Lags: A Comparison between US and Euro Area
Year of publication: |
2014
|
---|---|
Authors: | Monica, Billio ; Maddalena, Cavicchioli |
Published in: |
Rivista italiana degli economisti. - Società editrice il Mulino, ISSN 1593-8662. - 2014, 2, p. 253-276
|
Publisher: |
Società editrice il Mulino |
Subject: | Time Series | Varma Models | Markov Chains | Changes in Regime | Regime Number | Business Cycle Models |
-
Billio, Monica, (2014)
-
“Determining the Number of Regimes in Markov-Switching VAR and VMA Models”
Cavicchioli, Maddalena, (2013)
-
Autocovariance and linear transformations of Markov switching VARMA processes
Cavicchioli, Maddalena, (2014)
- More ...
-
Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis
Monica, Billio, (2011)
- More ...