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Business cycle synchronization
Publication Year:
2016
Monica Billio
;
Roberto Casarin
;
Francesco Ravazzolo
;
Herman K. van Dijk
Interconnections Between Eurozone and US Booms and Busts Using a Bayesian Pan...
The proposed panel Markov-switching VAR model accommodates changes in low and high data frequencies and incorporates endogenous time-varying transition matrices of...
DOI:10.15456/jae.2022326.0700753468
TXT
