Can regime switching models reproduce the business cycle features of US aggregate consumption investment and output
Clements, Michael P. and Krolzig, Hans Martin
Can regime switching models reproduce the business cycle features of US aggregate consumption investment and output J5272 2004 - 2004 - 1-14 V. 9 Issue. 1
Finance and Economics
Business cycle asymmetries;Markov switching models;Cointegration;
Can regime switching models reproduce the business cycle features of US aggregate consumption investment and output J5272 2004 - 2004 - 1-14 V. 9 Issue. 1
Finance and Economics
Business cycle asymmetries;Markov switching models;Cointegration;