Measuring business cycle turning points in Japan with the Markov Switching Panel model
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DOI: 10.1016/j.matcom.2006.11.003
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- Fukuda, Kosei, 2009. "Distribution switching in financial time series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1711-1720.
- Alturki,Sultan Abdulaziz M & Hibbert,Ann Marie, 2021. "The Impact of Oil Shocks on Sovereign Default Risk," Policy Research Working Paper Series 9546, The World Bank.
- Pohl Philipp, 2017. "Valuation of a Company using Time Series Analysis," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, vol. 12(1), pages 1-39, February.
- Cheng, Tingting & Gao, Jiti & Yan, Yayi, 2019.
"Regime switching panel data models with interactive fixed effects,"
Economics Letters, Elsevier, vol. 177(C), pages 47-51.
- Tingting Cheng & Jiti Gao & Yayi Yan, 2018. "Regime switching panel data models with interative fixed effects," Monash Econometrics and Business Statistics Working Papers 21/18, Monash University, Department of Econometrics and Business Statistics.
- Arezoo Ghazanfari & Armin Razmjoo, 2022. "The Effect of Market Isolation on Competitive Behavior in Retail Petrol Markets," Sustainability, MDPI, vol. 14(13), pages 1-33, July.
- Huiming Zhu & Xianfang Su & Wanhai You & Yinghua Ren, 2017. "Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach," Applied Economics, Taylor & Francis Journals, vol. 49(25), pages 2491-2507, May.
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More about this item
Keywords
Markov Switching Panel model; Business cycle; Turning points;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
Statistics
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