Clustering regional business cycles

DOI10.1016/J.ECONLET.2017.10.029MaRDI QIDQ1787259zbMATH OpenOpenAlexFDO

Authors M. Dolores Gadea-Rivas, Eduardo Bandrés, Ana Gomez-Loscos

Publication date 5 October 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://repositorio.bde.es/handle/123456789/7293

zbMATH Keywords

business cyclesclustersfinite mixture Markov modelsregions

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Recommendations

• Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis
• Measuring business cycles with a dynamic Markov switching factor model: an assessment using Bayesian simulation methods
• Chapter 5 A New Framework to Analyze Business Cycle Synchronization
• A Markov switching model with stochastic regimes with application to business cycle analysis
• A comparison of two business cycle dating methods

Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Are European business cycles close enough to be just one?
• Dissecting US recoveries
• Finite mixture and Markov switching models.
• Synchronization of cycles

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