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Applied Economics Letters Volume 12, 2005 - Issue 8
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Original Articles

The performance of the Markov-switching model on business cycle identification revisited

Ming-Yuan Leon Li * Department of Banking and Finance, National Chi Nan University, Taiwan
,
Hsiou-Wei William Lin Department of International Business, National Taiwan University, Taiwan
&
Rau Hsiu-hua Department of International Trade, National Cheng-Chi University, Taiwan
Pages 513-520 | Published online: 19 Aug 2006

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Read on this site (3)

Maddalena Cavicchioli. (2021) A matrix approach to the Beveridge-Nelson decomposition of Markov-switching processes with applications to business cycle. Applied Economics Letters 28:19, pages 1648-1655.
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Erick Michael Elder & GaryA. Wagner. (2012) A simple approach to balancing government budgets over the business cycle. Applied Economics Letters 19:7, pages 677-681.
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Martha Misas & María Teresa Ramírez. (2007) Depressions in the Colombian economic growth during the twentieth century: a Markov switching regime model. Applied Economics Letters 14:11, pages 803-808.
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Articles from other publishers (4)

Milan Christian de Wet & Ilse Botha. (2022) Constructing and Characterising the Aggregate South African Financial Cycle: A Markov Regime-Switching Approach. Journal of Business Cycle Research 18:1, pages 37-67.
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Milan Christian de Wet. 2021. Advances in Longitudinal Data Methods in Applied Economic Research. Advances in Longitudinal Data Methods in Applied Economic Research 1 29 .
Pao-Peng Hsu. (2017) Examination of Taiwan's travel and tourism market cycle through a two-period Markov regime-switching model. Tourism Management 63, pages 201-208.
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Martha Misas Arango & Maria Teresa Teresa Ramirez. (2006) Colombian Economic Growth Under Markov Switching Regimes with Endogenous Transition Probabilities. SSRN Electronic Journal.
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