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Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output?

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Clements, M. ORCID: https://orcid.org/0000-0001-6329-1341 and Krolzig, H.-M. (2004) Can regime switching models reproduce the business cycle features of US aggregate consumption, investment and output? International Journal of Finance & Economics, 9 (1). pp. 1-14. ISSN 1099-1158

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To link to this item DOI: 10.1002/ijfe.231


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:35237
Publisher:Wiley-Blackwell
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