Modeling Multiple Regimes in the Business Cycle

DOI10.1017/S136510059901202XzbMath1037.91578MaRDI QIDQ4934750

Philip Hans Franses, Dick van Dijk

Publication date: 1999

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

autoregressionLagrange multiplier testmultiple regimessmooth-transitionbusiness-cycle asymmetry

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82)

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