Arestis, Philip (contributor); … - 2003 - [Elektronische Ressource]
Markov Regime-Switching of a Bivariate Autoregressive Model
Philip Arestis, The Levy Economics Institute, New York, and …
between the business cycle in an individual EMS member country and in that of Germany. The effect of
business …-cycle correlation on interest rate policy can be implemented in a multivariate MRS model, if a proxy of
business-cycle correlation is …