Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; … - Dipartimento di Economia, Università Ca' Foscari Venezia - 2013
Interactions between eurozone and United States booms and busts and among major eurozone economies are analyzed by introducing a panel Markov-switching VAR model. The model is well suitable for a multi-country cyclical analysis and accommodates changes in low and high data frequencies and...