Measuring business cycle turning points in Japan with the Markov Switching Panel model

Mathematics and Computers in Simulation

Volumn 76, Issue 4, 2007, Pages 263-270

  Chen, Shyh Wei ^a  

^a TUNGHAI UNIVERSITY   (Taiwan)

Author keywords

Business cycle; Markov Switching Panel model; Turning points

Indexed keywords

ECONOMIC ANALYSIS; MARKOV PROCESSES; MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

BUSINESS CYCLE; MARKOV SWITCHING PANELS; TURNING POINTS;

SWITCHING;

EID: 35748982469     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2006.11.003     Document Type: Article

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