Essays on regime switching and DSGE models with applications to U.S. business cycle
This dissertation studies various issues related to regime switching and DSGE models. The methods developed are used to study U.S. business cycles. Chapter one considers and derives the limit distributions of likelihood ratio based tests for Markov regime switching in multiple parameters in the c...
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| Language: | en_US |
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2016
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| Online Access: | https://hdl.handle.net/2144/19564 |