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Volumn 20, Issue 1, 2001, Pages 47-61

Analysis of the US business cycle with a Vector-Markov-switching model

Author keywords

Business cycles; Markov switching models; NBER reference cycle

Indexed keywords


EID: 0141650004     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/1099-131X(200101)20:1<47::AID-FOR783>3.0.CO;2-F     Document Type: Article
Times cited : (13)

References (18)
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  • 2
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    • 0000043291 scopus 로고    scopus 로고
    • Specification testing in Markov-switching time-series models
    • Hamilton JD. 1996. Specification testing in Markov-switching time-series models. Journal of Econometrics 70: 127-157.
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    • Hamilton, J.D.1
  • 12
    • 0000407228 scopus 로고
    • New index of coincident indicators: A multivariate Markov switching factor model approach
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  • 13
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    • Stylized facts and regime changes: Are prices procyclical?
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    • Ravn, M.O.1    Sola, M.2
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    • A probability model of the coincident economic indicators
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  • 18
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    • To be supplied
    • Barns, Mitchel. 1946. (To be supplied).
    • (1946)
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