مرکز منطقه ای اطلاع رساني علوم و فناوري - A sneeze in the U.S., a cough in Japan, but pneumonia in Taiwan? An application of the Markov-Switching vector autoregressive model

Title of article :

A sneeze in the U.S., a cough in Japan, but pneumonia in Taiwan? An application of the Markov-Switching vector autoregressive model

Author/Authors :

Shyh-Wei Chen، نويسنده , , Chung-Hua Shen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

To page :

Keywords :

Nonlinear Granger causality , Granger causality , Business cycle , Markov-switching VAR

Journal title :

Economic Modelling

Serial Year :

2007

Journal title :

Economic Modelling

Record number :

227770

Link To Document :