Modeling the International Business Cycle Using Bivariate Markov-Switching Models
碩士 === 國立臺灣大學 === 經濟學研究所 === 95 === In this study, we compare the performance of various bivariate Markov switching~(MS) models, including models for the independence case, the perfect-synchronization case, and for the general case, in characterizing the international business cycles~(IBC) of the U....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88133583516664411601 |