Asymmetry in business fluctuations: International evidence on Friedman's plucking model

Journal of International Money and Finance

Volumn 26, Issue 1, 2007, Pages 64-85

  Nadal De Simone, Francisco ^a   Clarke, Sean ^b  

^a INTERNATIONAL MONETARY FUND   (United States)

^b TRANSPORT CANADA   (Canada)

Author keywords

Business cycle asymmetries; Kalman filter; Markov switching

Indexed keywords

EID: 33846586095     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2006.10.010     Document Type: Article

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