A Markov switching model of GNP growth with duration dependence
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- Nathan Balke & Robert J. Gordon, 1986. "Appendix B: Historical Data," NBER Chapters, in: The American Business Cycle: Continuity and Change, pages 781-850, National Bureau of Economic Research, Inc.
- Robert J. Gordon, 1986. "The American Business Cycle: Continuity and Change," NBER Books, National Bureau of Economic Research, Inc, number gord86-1.
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- John M. Maheu & Tom McCurdy, 2000. "Volatility Dynamics Under Duration-Dependent Mixing," Econometric Society World Congress 2000 Contributed Papers 1427, Econometric Society.
- Florian Ielpo, 2012. "Equity, credit and the business cycle," Applied Financial Economics, Taylor & Francis Journals, vol. 22(12), pages 939-954, June.
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Keywords
Gross national product; Business cycles;Statistics
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