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

Krolzig, Hans-Martin and 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)

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. (Contact us about this Publication)

Item Type:	Article
Subjects:	H Social Sciences
Divisions:	Faculties > Social Sciences > School of Economics
Depositing User:	C. Hudson
Date Deposited:	19 Dec 2007 18:21 UTC
Last Modified:	14 Jan 2010 13:59 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/582 (The current URI for this page, for reference purposes)