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Markov-Switching Procedures for Dating the Euro-Zone Business Cycle

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Cited by:

  1. Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017. "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, vol. 29(2), pages 319-336, June.
  2. Antonin Aviat & Frédérique Bec & Claude Diebolt & Catherine Doz & Denis Ferrand & Laurent Ferrara & Eric Heyer & Valérie Mignon & Pierre-Alain Pionnier, 2021. "Dating business cycles in France: A reference chronology," Working Papers 08-21, Association Française de Cliométrie (AFC).
  3. Laurent Ferrara & Dominique Guégan, 2006. "Detection of the Industrial Business Cycle using SETAR Models," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 353-371.
  4. Olivier Darné & Laurent Ferrara, 2011. "Identification of Slowdowns and Accelerations for the Euro Area Economy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 73(3), pages 335-364, June.
  5. Emanuel Mönch & Harald Uhlig, 2005. "Towards a Monthly Business Cycle Chronology for the Euro Area," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(1), pages 43-69.
  6. Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015 215, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
  7. Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
  8. Laurent Ferrara & Dominique Guegan, 2006. "Real-time detection of the business cycle using SETAR models," Post-Print halshs-00185372, HAL.
  9. Altug, Sumru & Bildirici, Melike, 2010. "Business Cycles around the Globe: A Regime-switching Approach," CEPR Discussion Papers 7968, C.E.P.R. Discussion Papers.
  10. Bildirici, Melike E. & Gökmenoğlu, Seyit M., 2017. "Environmental pollution, hydropower energy consumption and economic growth: Evidence from G7 countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 75(C), pages 68-85.
  11. Vitor Castro, 2015. "The Portuguese business cycle: chronology and duration dependence," Empirical Economics, Springer, vol. 49(1), pages 325-342, August.
  12. Seuk Wai & Mohd Tahir Ismail & Siok Kun Sek, 2013. "A Study of Intercept Adjusted Markov Switching Vector Autoregressive Model in Economic Time Series Data," Information Management and Business Review, AMH International, vol. 5(8), pages 379-384.
  13. Mammadov, Fuad & Shaig Adigozalov, Shaiq, 2014. "Indicator Based Forecasting of Business Cycles in Azerbaijan," MPRA Paper 64367, University Library of Munich, Germany.
  14. Bengoechea, Pilar & Camacho, Maximo & Perez-Quiros, Gabriel, 2006. "A useful tool for forecasting the Euro-area business cycle phases," International Journal of Forecasting, Elsevier, vol. 22(4), pages 735-749.
  15. Jammazi, Rania & Aloui, Chaker, 2010. "Wavelet decomposition and regime shifts: Assessing the effects of crude oil shocks on stock market returns," Energy Policy, Elsevier, vol. 38(3), pages 1415-1435, March.
  16. repec:hum:wpaper:sfb649dp2005-023 is not listed on IDEAS
  17. Harry X. Wu & Eric Girardin, 2016. "The ‘new’ normal is ‘old’ in China: Very late catching up and return to the (pre-WTO) old normal," EcoMod2016 9721, EcoMod.
  18. Monica Billio & Jacques Anas & Laurent Ferrara & Marco Lo Duca, 2007. "A turning point chronology for the Euro-zone," Working Papers 2007_33, Department of Economics, University of Venice "Ca' Foscari".
  19. Monika Kośko & Marta Kwiecień & Joanna Stempińska, 2016. "Przełącznikowe modele Markowa (MS) – charakterystyka i sposoby zastosowań w badaniach ekonomicznych," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 40, pages 479-490.
  20. Laurent Ferrara & Dominique Guegan, 2006. "Real-time detection of the business cycle using SETAR models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185372, HAL.
  21. Bilgili, Faik, 2012. "Linear and nonlinear TAR panel unit root analyses for solid biomass energy supply of European countries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 16(9), pages 6775-6781.
  22. Huseyin Tastan & Nuri Yildirim, 2008. "Business cycle asymmetries in Turkey: an application of Markov-switching autoregressions," International Economic Journal, Taylor & Francis Journals, vol. 22(3), pages 315-333.
  23. Álvarez, L-J. & Bulligan, G. & Cabrero, A. & Ferrara, L. & Stahl, H., 2009. "Housing cycles in the major euro area countries," Working papers 269, Banque de France.
  24. André, NYEMBWE & Konstantin, KHOLODILIN, 2005. "North-South Asymmetric Relationships : Does the EMU Business Affect Small African Economies ?," Discussion Papers (ECON - Département des Sciences Economiques) 2005032, Université catholique de Louvain, Département des Sciences Economiques.
  25. Bilgili, Faik & Tülüce, Nadide Sevil Halıcı & Doğan, İbrahim, 2012. "The determinants of FDI in Turkey: A Markov Regime-Switching approach," Economic Modelling, Elsevier, vol. 29(4), pages 1161-1169.
  26. Eric Girardin, 2004. "Regime-Dependent Synchronization of Growth Cycles between Japan and East Asia," Asian Economic Papers, MIT Press, vol. 3(3), pages 147-176.
  27. Mandilaras, Alex & Bird, Graham, 2010. "A Markov switching analysis of contagion in the EMS," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1062-1075, October.
  28. Monika Kośko & Marta Kwiecień & Joanna Stempińska, 2015. "Use of the Markov switching models for identification of turning points in the business cycles of selected countries," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 36, pages 511-523.
  29. AKA, Bédia F., 2009. "Business Cycle And Sectoral Fluctuations: A Nonlinear Model For Côte D’Ivoire," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 9(1), pages 111-126.
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