A Nonlinear Look at Trend MFP Grwoth and the Business Cycle : Results from a Hybrid Kalman/Markov Switching Model

Mark W. French;

doi:10.17016/feds.2005.12

A Nonlinear Look at Trend MFP Grwoth and the Business Cycle : Results from a Hybrid Kalman/Markov Switching Model

Finance and Economics Discussion Series ◽

10.17016/feds.2005.12 ◽

2005 ◽

Vol 2005 (12) ◽

pp. 1-28

Author(s):

Mark W. French ◽

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle

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A Disaggregated Markov-Switching Model of the Business Cycle in UK Manufacturing

Manchester School ◽

10.1111/1467-9957.00204 ◽

2000 ◽

Vol 68 (4) ◽

pp. 442-460 ◽

Cited By ~ 16

Author(s):

Hans-Martin Krolzig ◽

Marianne Sensier

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle

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Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle

Review of Economics and Statistics ◽

10.1162/003465399558472 ◽

1999 ◽

Vol 81 (4) ◽

pp. 608-616 ◽

Cited By ~ 627

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

Business Cycle ◽

Bayesian Approach ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle ◽

The U.S

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Duration dependence of the business cycle in Japan: A Bayesian analysis of extended Markov switching model

Japan and the World Economy ◽

10.1016/j.japwor.2005.05.004 ◽

2007 ◽

Vol 19 (1) ◽

pp. 86-111 ◽

Cited By ~ 4

Author(s):

Hirokuni Iiboshi

Keyword(s):

Business Cycle ◽

Bayesian Analysis ◽

Markov Switching ◽

Duration Dependence ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle

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A Nonlinear Look at Trend MFP Growth and the Business Cycle: Result from a Hybrid Kalman/Markov Switching Model

SSRN Electronic Journal ◽

10.2139/ssrn.688449 ◽

2005 ◽

Cited By ~ 4

Author(s):

Mark W. French

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle

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A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle

Studies in Nonlinear Dynamics & Econometrics ◽

10.2202/1558-3708.1010 ◽

1996 ◽

Vol 1 (1) ◽

Cited By ~ 26

Author(s):

Michael D. Boldin

Keyword(s):

Economic Analysis ◽

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle ◽

Model Approach

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Dating the Business Cycle in South Africa by Using a Markov-Switching Model

Studies in Economics and Econometrics ◽

10.1080/10800379.2013.12097257 ◽

2013 ◽

Vol 37 (3) ◽

pp. 25-40

Author(s):

F Bismans ◽

P Le Roux

Keyword(s):

South Africa ◽

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The Business Cycle

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Business-Cycle Analysis With a Markov-Switching Model

Journal of Business and Economic Statistics ◽

10.1080/07350015.1993.10509961 ◽

1993 ◽

Vol 11 (3) ◽

pp. 331-339 ◽

Cited By ~ 5

Author(s):

Thomas H. Goodwin

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

Business Cycle Analysis

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Un Análisis del Ciclo Económico de la República Dominicana Bajo Cambios de Régimen (Analysis of Business Cycle of the Dominican Republic Using Markov Switching Model)

SSRN Electronic Journal ◽

10.2139/ssrn.2268695 ◽

2004 ◽

Author(s):

Alexis Cruz-Rodriguez

Keyword(s):

Dominican Republic ◽

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model

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Business-Cycle Analysis with a Markov-Switching Model

Journal of Business and Economic Statistics ◽

10.2307/1391958 ◽

1993 ◽

Vol 11 (3) ◽

pp. 331 ◽

Cited By ~ 43

Author(s):

Thomas H. Goodwin

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

Business Cycle Analysis

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Measuring U.S. Business Cycle Using Markov-Switching Model: A Comparison Between Empirical Likelihood Estimation and Parametric Estimations

Structural Changes and their Econometric Modeling - Studies in Computational Intelligence ◽

10.1007/978-3-030-04263-9_47 ◽

2018 ◽

pp. 596-606

Author(s):

Paravee Maneejuk ◽

Woraphon Yamaka ◽

Songsak Sriboonchitta

Keyword(s):

Business Cycle ◽

Empirical Likelihood ◽

Markov Switching ◽

Likelihood Estimation ◽

Markov Switching Model ◽

Switching Model

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