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Markov-switching models and the unit root hypothesis in real US GDP

Camacho, Maximo - In: Economics letters 112 (2011) 2, pp. 161-164

Persistent link: https://www.econbiz.de/10009243365

Mixed-frequency VAR models with Markov-switching dynamics

Camacho, Maximo - In: Economics letters 121 (2013) 3, pp. 369-373

Persistent link: https://www.econbiz.de/10010391214

Model averaging in Markov-switching models : predicting national recessions with regional data

Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49

Persistent link: https://www.econbiz.de/10011847300

Clustering regional business cycles

Gadea, María Dolores; Gómez-Loscos, Ana; Bandrés, Eduardo - In: Economics letters 162 (2018), pp. 171-176

Persistent link: https://www.econbiz.de/10011939830

Detecting unemployment hysteresis : a simultaneous unobserved components model with Markov switching

Klinger, Sabine; Weber, Enzo - In: Economics letters 144 (2016), pp. 115-118

Persistent link: https://www.econbiz.de/10011617232

How Do Public Debt Cycles Interact with Financial Cycles?

Poghosyan, Tigran - 2016

We employ a duration model to study determinants of public debt cycles in 57 advanced and emerging economies over the 1960-2014 period, with a particular focus on the impact of financial cycles. The results suggest that the association between financial and debt cycles is asymmetric. Debt...

Persistent link: https://www.econbiz.de/10012999747