Modeling Business Cycles with Markov Switching Arma (Ms-Arma) Model: An Application on Iranian Business Cycles
In this paper, the Iran Business Cycle characteristics were investigated via numerous univariate and multivariate Markov-switching specifications. In this case Markov switching model MSM-ARMA is proposed for determining business cycles. We examined the stochastic properties of the cyclical pattern o...
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| Autor principal: | |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Mashhad: Behzad Hassannezhad Kashani
2014-10-01
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| coleção: | International Journal of Management, Accounting and Economics |
| Assuntos: | |
| Acesso em linha: | https://www.ijmae.com/article_115444_4500f04904039500a402f2931fa56aaf.pdf |
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