Modeling multiple regimes in the business cycle

Macroeconomic Dynamics

Volumn 3, Issue 3, 1999, Pages 311-340

  Van Dijk, Dick ^a   Franses, Philip Hans ^b  

^a TINBERGEN INSTITUTE   (Netherlands)

^b NONE

Author keywords

Business cycle asymmetry; Lagrange multiplier test; Multiple regimes; Smooth transition autoregression

Indexed keywords

EID: 0033416447     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s136510059901202x     Document Type: Article

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