International business cycles and long-run growth : an analysis with Markov-switching and cointegration methods
Year of publication: |
1992
|
---|---|
Authors: | Kaehler, Jürgen |
Other Persons: | Marnet, Volker (contributor) |
Published in: |
Recherches économiques de Louvain. - Bruxelles : De Boeck, ISSN 0770-4518, ZDB-ID 281002-5. - Vol. 58.1992, 3, p. 399-417
|
Subject: | Konjunkturtheorie | Business cycle theory | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis |
-
Are there two types of business cycles? : a note on crisis detection
Pater, Robert, (2014)
-
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till, (2015)
-
Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till, (2015)
- More ...
-
Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen, (1993)
-
Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen, (1993)
-
Markov-Switching models for exchange-rate dynamics and the pricing of foreign-currency options
Kaehler, Jürgen, (1994)
- More ...