Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework

Author:

Leiva-Leon Danilo1

Affiliation:

1. DG Economics and Research; Banco de España; Alcalá 48, 28014 Madrid Spain

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Reference45 articles.

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3. Anas , J. Billio , M. Ferrara , L. Lo Duca , M. 2007 Business Cycle Analysis with Multivariate Markov Switching Models

4. Dating business cycles: a methodological contribution with an application to the Euro area’,;Artis;Oxford Bulletin of Economics and Statistics,2004

5. Conditional Markov chain and its application in economic time series analysis’,;Bai;Journal of Applied Econometrics,2011

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