Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests

DOI10.1016/J.JEDC.2012.03.016zbMath1345.91023OpenAlexW2075145277MaRDI QIDQ310998

Gözde Gencer, Barış Tan, Sumru Altug

Publication date: 28 September 2016

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://cdm21054.contentdm.oclc.org/cdm/ref/collection/IR/id/1591

zbMATH Keywords

Markov chaincomposite indicatortests of time homogeneity and time dependence

Mathematics Subject Classification ID

Economic time series analysis (91B84) Economic dynamics (91B55)

Related Items (1)

Examining the dynamics of the Turkish manufacturing industry: a hidden Markov model approach

Cites Work

• Do institutional changes affect business cycles? Evidence from Europe
• Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
• Finite Continuous Time Markov Chains
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*

This page was built for publication: Cyclical dynamics of industrial production and employment: Markov chain-based estimates and tests