Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bayesian Analysis of an Unobserved-Component Time Series Model of GDP with Markov-Switching and Time-Varying Growths

6 references·2 citing·32 second hop

FromToDepth

this work references cited by second hop

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
1994Business-Cycle Phases and Their Transitional Dynamics883 cited
19997. Regime Switching with Time-Varying Transition Probabilities450 cited
1993Business-Cycle Analysis With a Markov-Switching Model213 cited
1994STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS144 cited
1994On the Periodic Structure of the Business Cycle129 cited

Cited by

2010Principal Components as a Measure of Systemic Risk46 cited
2005Asymmetry in the Business Cycle: Friedman's Plucking Model with Correlated Innovations22 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work