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Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model
16 references·0 citing·49 second hopsampled
Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-Switching VAR Model (2013)Interactions between Eurozone and US Boom…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…What happens during recessions, crunches and busts? (2009)What happens during recession…GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?* (2008)GLOBAL BUSINESS CYCLES: CONVE…Exploring the international linkages of the euro area: a global VAR analysis (2007)Exploring the international l…Were There Regime Switches in U.S. Monetary Policy? 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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,715 cited
  • 2006Were There Regime Switches in U.S. Monetary Policy?1,607 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,483 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 1998Bayesian Methods for Dynamic Multivariate Models1,011 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis766 cited
  • 2008GLOBAL BUSINESS CYCLES: CONVERGENCE OR DECOUPLING?*587 cited
  • 2009

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What happens during recessions, crunches and busts?
434 cited
  • 1986Forecasting with Bayesian vector autoregressions — Five years of experience403 cited
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