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~institution:"Cowles Foundation for Research in Economics, Yale University"
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Markov switching regime models
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Seasonality
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business cycles
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nonlinear time series
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periodic structures
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Ghysels, Eric
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Cowles Foundation for Research in Economics, Yale University
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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On the
Periodic
Structure of the Business Cycle
Ghysels, Eric
-
Cowles Foundation for Research in Economics, Yale University
-
1992
recessions exhibit a
periodic
pattern in their switching regime transition probability structure. It is particularly the months …
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