Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions

Krolzig, Hans-Martin, Clements, M.P. (2003) Business Cycle Asymmetries: Characterisation and Testing based on Markov-Switching Autoregressions. Journal of Business and Economic Statistics, 21 . pp. 196-211. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:582)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.

Item Type:	Article
Subjects:	H Social Sciences
Divisions:	Divisions > Division of Human and Social Sciences > School of Economics
Depositing User:	C. Hudson
Date Deposited:	19 Dec 2007 18:21 UTC
Last Modified:	16 Nov 2021 09:39 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/582 (The current URI for this page, for reference purposes)

University of Kent Author Information

Krolzig, Hans-Martin.

Creator's ORCID:	https://orcid.org/0000-0001-8488-7048
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