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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. (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: 06 Feb 2020 04:00 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/582 (The current URI for this page, for reference purposes)
Krolzig, Hans-Martin: https://orcid.org/0000-0001-8488-7048
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