Business cycle asymmetries: Characterization and testing based on Markov-switching autoregressions

Journal of Business and Economic Statistics

Volumn 21, Issue 1, 2003, Pages 196-211

  Clements, Michael P ^a   Krolzig, Hans Martin ^b  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

Deepness; Regime switching; Steepness and sharpness; Wald tests

Indexed keywords

EID: 0037237365     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618892     Document Type: Article

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