Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions
Year of publication: |
2000-10-01
|
---|---|
Authors: | Krolzig, Hans-Martin ; Clements, Michael |
Institutions: | Department of Economics, Oxford University |
Subject: | Business cycle asymmetries | Markov-switching models | Deepness | Steepness | Sharpness | non-parametric tests |
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