International business cycles and the relative price of investment goods
β Scribed by Parantap Basu; Christoph Thoenissen
- Book ID
- 109171175
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 554 KB
- Volume
- 44
- Category
- Article
- ISSN
- 0008-4085
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract The ability of Markovβswitching (MS) autoregressive models to replicate selected classical business cycle features found in US postβwar consumption, investment and output is compared to that of linear models. Univariate MS models appear to offer more dynamically parsimonious representat
This monograph on international commodity arbitrage, which was a rework of Mr. Jain's dissertation at the University of Michigan, represents a fine piece of analysis. Readers will be most impressed with the author's understanding of the practical problems and implications involved in price change an