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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
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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
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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
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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
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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
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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
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Is business cycle asymmetry intrinsic in industrialized economies?
Morley, James C.; Panovska, Irina B. - 2017 - Second version
Persistent link: https://www.econbiz.de/10011782943
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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
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Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao; Pistaferri, Luigi - In: Journal of political economy 117 (2009) 3, pp. 555-590
Persistent link: https://www.econbiz.de/10003862798
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Asset pricing implications of Pareto optimality with private information
Kocherlakota, Narayana Rao; Pistaferri, Luigi - 2005
Persistent link: https://www.econbiz.de/10003293169