✦ LIBER ✦

The performance of the Markov-switching model on business cycle identification revisited

✍ Scribed by Leon Li *, Ming-Yuan; William Lin, Hsiou-Wei; Hsiu-hua, Rau

Book ID: 120634420
Publisher: Taylor and Francis Group
Year: 2005
Tongue: English
Weight: 180 KB
Volume: 12
Category: Article
ISSN: 1350-4851
DOI: 10.1080/13504850500119963

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## Abstract The objective of this paper is to evaluate the effectiveness of using a Markov switching model to measure the synchronization of business cycles. We use a Bayesian, Gibbs sampling approach to estimate a multivariate Markov switching model of GDP growth for several countries. We look for