Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output?

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Clements, M. orcid id iconORCID: https://orcid.org/0000-0001-6329-1341 and Krolzig, H.-M. (2004) Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output? International Journal of Finance & Economics, 9 (1). pp. 1-14. ISSN 1099-1158 doi: 10.1002/ijfe.231

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Item Type Article
URI https://reading-clone.eprints-hosting.org/id/eprint/35237
Identification Number/DOI 10.1002/ijfe.231
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Wiley-Blackwell
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