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Characterising and testing European business cycles asymmetry

Kovačić, Zlatko J.; Vilotic, Milos - In: Equilibrium : quarterly journal of economics and … 12 (2017) 3, pp. 453-468

Persistent link: https://www.econbiz.de/10012230863

European unemployment nonlinear dynamics over the business cycles : Markov switching approach

Oliskevych, Marianna; Lukianenko, Iryna - In: Global business & economics review 22 (2020) 4, pp. 375-401

Persistent link: https://www.econbiz.de/10012223961

Asymmetry of business cycles : the Markov-switching approach

Raj, Baldev - In: Handbook of applied econometrics and statistical inference, (pp. 687-710). 2002

Persistent link: https://www.econbiz.de/10001702009

Multivariate Markov switching common factor models for the UK

Mills, Terence C.; Wang, Ping - In: Bulletin of economic research 55 (2003) 2, pp. 177-193

Persistent link: https://www.econbiz.de/10001748816

Is business cycle asymmetry intrinsic in industrialized economies?

Morley, James C.; Panovska, Irina B. - In: Macroeconomic dynamics 24 (2020) 6, pp. 1403-1436

Persistent link: https://www.econbiz.de/10012307285

Is business cycle asymmetry intrinsic in industrialized economies?

Morley, James C.; Panovska, Irina B. - 2017 - Second version

Persistent link: https://www.econbiz.de/10011782943

Multivariate Markov Switching Common Factor Models for the UK

Mills, Terence C.; Wang, Ping - 2003

We estimate a model that incorporates two key features of business cycles, comovement among economic variables and switching between regimes of boom and slump, to quarterly UK data for the last four decades. A common factor, interpreted as a composite indicator of coincident variables, and...

Persistent link: https://www.econbiz.de/10014080620