122
Views
8
CrossRef citations to date
0
Altmetric
Original Articles

A three-regime business cycle model for an emerging economy

Pages 399-402 | Published online: 19 Aug 2006

References

References

  • Arestis , P and Glickman , M . 2002 . Financial crisis in Southeast Asia: dispelling illusion in the Minskyan way . Cambridge Journal of Economics , 26 : 237 – 60 .
  • Burns A Mitchell W 1946 Measuring Business Cycles, Cambridge University Press Cambridge MA
  • Clements , M and Krolzig , H-M . 1998 . A comparison of the forecast performance of Markov-switching and the threshold autoregressive models of US GNP . Econometrics Journal , 1 : C47 – C75 .
  • Ferrara , L . 2003 . A three-regime real-time indicator for the US economy . Economics Letters , 81 : 373 – 78 .
  • Hamilton , J . 1990 . Analysis of time series subject to changes in regime . Journal of Econometrics , 45 : 39 – 70 .
  • Hamilton J 1994 Time Series Analysis, Princeton University Press Princeton NJ
  • Kregel J 2001 Yes ‘it' did happen again. The Minsky crisis in Asia Financial Fragility and the Investment in the Capitalist Economy, The Legacy of Hyman Minsky II (Eds) R. Bellofiore and P. Ferri Edward Elgar Aldershot pp. 195–212
  • Krolzig H-M 1997a Markov-switching vector autoregressions. Modeling statistical inference, an application to the business cycle analysis Lecture Notes in Economics and Mathematical Systems 454 Springer-Verlag Berlin
  • Krolzig H-M 1997b International business cycles: regime shifts in the stochastic process of economic growth Applied Economics Discussion Paper no. 194, Institute of Economics and Statistics and Nuffield College, Oxford University
  • Krolzig H-M 1998 Econometric modelling of Markov-switching vector autoregressions using MSVAR for Ox Institute of Economics and Statistics and Nuffield College, Oxford University
  • Mejia-Reyes P 2000 Essays on business cycles in Latin America PhD thesis, University of Manchester
  • Minsky H 1982 Inflation, Recession and Economy Policy, Wheatsheaf Books Brighton
  • Minsky H 1986 Stabilizing an Unstable Economy, Columbia University Press New York
  • Öcal , N and Osborn , D . 2000 . Business cycle non-linearities in UK consumption and production . Journal of Applied Econometrics , 15 : 27 – 43 .
  • Rand , J and Tarp , F . 2002 . Business cycles in developing countries: are they different? . World Development , 30 : 2071 – 88 .
  • Ros J 2001 From the capital surge to the financial crisis and beyond: the Mexican economy in the 1990's Financial Crises in “Successful” Emerging Economies (Ed.) R. Ffrench-Davis ECLAC-Brookings Institutions Press DC pp. 107–40
  • Sichel , D . 1994 . Inventories and the three phases of the business of the cycles . Journal of Business and Economics Statistics , 12 : 269 – 77 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.