Regime switching with structural breaks in output convergence

DOI10.1515/snde-2017-0043OpenAlexW2809413141MaRDI QIDQ2691764

Thanasis Stengos, Fuat C. Beylunioglu, M. Ege Yazgan

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0043

zbMATH Keywords

long memoryMarkov switchingViterbi algorithmstructural breaksoutput convergence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• A pair-wise approach to testing for output and growth convergence
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• Interpreting tests of the convergence hypothesis
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• The Global Joint Distribution of Income and Health
• Markov regime switching in mean and in fractional integration parameter
• TESTING CATCHING‐UP BETWEEN THE DEVELOPING COUNTRIES: “GROWTH RESISTANCE” AND SOMETIMES “GROWTH TRAGEDY”
• Transition Modeling and Econometric Convergence Tests
• Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
• The economics of poverty traps. I: Complete markets
• Long memory and regime switching

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