Analysis of the U.S. Business Cycle with a Vector-Markov-Switching Model

SSRN Electronic Journal ◽

10.2139/ssrn.880634 ◽

1999 ◽

Author(s):

Zenon G. Kontolemis

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The U.S

Download Full-text

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

Download Full-text

Analysis of the U.S. Business Cycle with a Vector-Markov-Switching Model

IMF Working Papers ◽

10.5089/9781451852967.001 ◽

1999 ◽

Vol 99 (107) ◽

pp. 1 ◽

Cited By ~ 3

Author(s):

Zenon Kontolemis G. ◽

Keyword(s):

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model ◽

The U.S

Download Full-text

Interaction of Housing Market and Stock Market in the U.S. - A Markov Switching Model Analysis

SSRN Electronic Journal ◽

10.2139/ssrn.3072091 ◽

2017 ◽

Cited By ~ 1

Author(s):

Ming Chu Chiang ◽

Tien Foo Sing ◽

Long Wang

Keyword(s):

Stock Market ◽

Housing Market ◽

Markov Switching ◽

Model Analysis ◽

Markov Switching Model ◽

Switching Model ◽

The U.S

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

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

Download Full-text

Spectral analysis and markov switching model of Indonesia business cycle

10.1063/1.4979447 ◽

2017 ◽

Author(s):

Muhammad Fajar ◽

Sutawanir Darwis ◽

Gumgum Darmawan

Keyword(s):

Spectral Analysis ◽

Business Cycle ◽

Markov Switching ◽

Markov Switching Model ◽

Switching Model

Download Full-text