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Identify regimes in post-war US GDP growth

Jiang, Yu; Fang, Xianming - In: Applied economics letters 21 (2014) 4/6, pp. 397-401

Persistent link: https://www.econbiz.de/10010413712

Smooth threshold autoregressive models and Markov process : an application to the Lebanese GDP growth rate

Verne, Jean-François - In: International econometric review 13 (2021) 3, pp. 71-88

This paper analyzes the evolution of the Lebanese GDP growth rate over the period 1970- 2019 by estimating two kinds of switching models: The Smooth Transition Autoregressive (STAR) model and the model of the Markov process. These models show, on the one hand, asymmetries in the evolution of GDP...

Persistent link: https://www.econbiz.de/10012816175

Output collapse, growth and volatility in Sub-Saharan Africa : a regime-switching approach

Byrne, Julie - In: The economic and social review 41 (2010) 1, pp. 21-41

Persistent link: https://www.econbiz.de/10003962581

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850

Persistent link: https://www.econbiz.de/10012496873

Markov switching models for GDP growth in a small open economy: the New Zealand experience

Buckle, Robert A.; Haugh, David; Thomson, Peter J. - In: Journal of business cycle measurement and analysis : a … 1 (2004) 2, pp. 227-257

Persistent link: https://www.econbiz.de/10002147223

Forecasting GDP growth using mixed-frequency models with switching regimes

Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10011327124

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

Business cycle asymmetries : characterization and testing based on Markov-Switching autoregressions

Clements, Michael P.; Krolzig, Hans-Martin - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 196-211

Persistent link: https://www.econbiz.de/10001728896

Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?

Clements, Michael P.; Krolzig, Hans-Martin - In: International journal of finance & economics : IJFE 9 (2004) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001904952

A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP

Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75

Persistent link: https://www.econbiz.de/10001443672

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