[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Colombian economic growth under Markov switching regimes with endogenous transition probabilities. (2006). Ramirez-Giraldo, Maria ; Misas, Martha.
In: Borradores de Economia.
RePEc:bdr:borrec:425.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 11

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Diebold, F. and Rudebusch, G. (1999) Measuring Business Cycles: A modern perspective, in Business cycles: durations, dynamics and forecasting, Princeton University Press.

  2. Durland, J.M. and Mc Curdy, T. (1994) Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth, Journal of Business & Economic Statistics, 12, 3.
    Paper not yet in RePEc: Add citation now

  3. Filardo, A. and Gordon, 5. (1998) Business cycle durations, Journal of Econometrics, 85, 99- 123.

  4. For other extensions see Diebold and Rudebusch (1999), Durland and Mc. Curdy (1994), Filardo and Gordon (1998), Hamilton and Raj (2002), ~ For details see Filardo (1994) and Diebold et al (1999).
    Paper not yet in RePEc: Add citation now

  5. Junguito, R. and Rincón, H. (2004) La polItica fiscal en el siglo XX en Colombia, Borradores de EconomIa, 318, Banco de la Repüblica.

  6. Misas, M. and RamIrez, M. T. (2007) Depressions in the Colombian economic growth during the XX century: A Markov Switching Regime Model, Applied Economics Letters, forthcoming.

  7. Ocampo, J. (1987) Historia económica de Colombia, (Ed.) Fedesarrollo-Siglo Veintiuno, Bogota, pp. 209-3 18.
    Paper not yet in RePEc: Add citation now

  8. Pok-Sank, L. (2004) A Markov-switching model of GNP growth with duration dependence, International Economic Review, 45, 175-204.

  9. Posada, C. (1999) Los ciclos económicos en el siglo XX, Borradores de EconomIa, 126, 1-73.

  10. Stanca, L. (1999) Asymmetries and nonlinearities in Italian macroeconomic fluctuations, Applied Economics, 31, 483-49 1.

  11. Urrutia, M. and Fernandez, C. (2003) PolItica Monetaria Expansiva en épocas de crisis: El caso Colombiano en el siglo XX. ~No se quiso o no se pudo ser contracIclico?, Revista del Banco de la Reptthlica, 908, 16-44.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy. (2018). Hartigan, Luke ; Morley, James.
    In: RBA Annual Conference Volume.
    RePEc:rba:rbaacv:acv2018-07.

    Full description at Econpapers || Download paper

  2. AGGREGATE SHOCKS DECOMPOSITION FOR EIGHT EAST ASIAN COUNTRIES. (2009). Lee, Grace ; Grace H. Y. Lee, .
    In: Monash Economics Working Papers.
    RePEc:mos:moswps:2009-17.

    Full description at Econpapers || Download paper

  3. Capital Flow Bonanzas: An Encompassing View of the Past and Present. (2008). Reinhart, Vincent.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6996.

    Full description at Econpapers || Download paper

  4. Modelling the structural break in volatility. (2006). yao, vincent ; Kholodilin, Konstantin.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:13:y:2006:i:7:p:417-422.

    Full description at Econpapers || Download paper

  5. When did the 2001 recession really start?. (2006). Starica, Catalin ; Polzehl, Jorg ; Spokoiny, Vladimir.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-032.

    Full description at Econpapers || Download paper

  6. Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies. (2006). Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp554.

    Full description at Econpapers || Download paper

  7. Une lecture probabiliste du cycle d’affaires américain. (2005). Bellone, Benoit.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407002.

    Full description at Econpapers || Download paper

  8. Dating Business Cycle Turning Points. (2005). Hamilton, James ; Chauvet, Marcelle.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11422.

    Full description at Econpapers || Download paper

  9. The dynamic relationship between permanent and transitory components of U.S. business cycles. (2005). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-017.

    Full description at Econpapers || Download paper

  10. Commentary on whats real about the business cycle?. (2005). Watson, Mark.
    In: Review.
    RePEc:fip:fedlrv:y:2005:i:jul:p:453-458:n:v.87no.4.

    Full description at Econpapers || Download paper

  11. Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching. (2005). Kholodilin, Konstantin.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp494.

    Full description at Econpapers || Download paper

  12. Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models. (2005). Shadman, Fatemeh ; Kholodilin, Konstantin ; Bodart, Vincent ; Vincent, BODART ; Fati, SHADMAN-MEHTA ; Konstantin, KHOLODILIN.
    In: Discussion Papers (ECON - Département des Sciences Economiques).
    RePEc:ctl:louvec:2005006.

    Full description at Econpapers || Download paper

  13. When did the 2001 recession really start?. (2004). Starica, Catalin ; POLZEHL, J. ; SPOKOINY, V..
    In: Econometrics.
    RePEc:wpa:wuwpem:0411017.

    Full description at Econpapers || Download paper

  14. Detecting Turning Points with Many Predictors through Hidden Markov Models. (2004). Bellone, Benoit ; Saint-Martin, David.
    In: Econometrics.
    RePEc:wpa:wuwpem:0407001.

    Full description at Econpapers || Download paper

  15. Volatility Comovement: A Multifrequency Approach. (2004). Fisher, Adlai ; Calvet, Laurent ; Thompson, Samuel B..
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0300.

    Full description at Econpapers || Download paper

  16. A redefinition of economic regions in the U.S.. (2004). CRONE, THEODORE M..
    In: Working Papers.
    RePEc:fip:fedpwp:04-12.

    Full description at Econpapers || Download paper

  17. A General Equilibrium Model of the Term Structure of Interest Rates under Regime-switching Risk. (2004). Wu, Shu ; Zeng, Yong.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:304.

    Full description at Econpapers || Download paper

  18. Dating the Italian Business Cycle: A Comparison of Procedures. (2003). Otranto, Edoardo ; Bruno, Giancarlo.
    In: Econometrics.
    RePEc:wpa:wuwpem:0312003.

    Full description at Econpapers || Download paper

  19. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0803.

    Full description at Econpapers || Download paper

  20. Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a. (2003). Gómez Biscarri, Javier ; Galar, Esther Fernandez.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0403.

    Full description at Econpapers || Download paper

  21. Cycles in the Transportation Sector and the Aggregate Economy. (2003). yao, vincent ; Lahiri, Kajal ; Young, Peg.
    In: Discussion Papers.
    RePEc:nya:albaec:03-14.

    Full description at Econpapers || Download paper

  22. Stock Market Cycles, Financial Liberalization and Volatility. (2003). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Edwards, Sebastian.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9817.

    Full description at Econpapers || Download paper

  23. An alternative definition of economic regions in the U.S. based on similarities in state business cycles. (2003). CRONE, THEODORE M..
    In: Working Papers.
    RePEc:fip:fedpwp:03-23.

    Full description at Econpapers || Download paper

  24. Identifying the Common Component of International Economic Fluctuations: A New Approach. (2003). Prasad, Eswar ; Lumsdaine, Robin L..
    In: Economic Journal.
    RePEc:ecj:econjl:v:113:y:2003:i:484:p:101-127.

    Full description at Econpapers || Download paper

  25. Dating and Forecasting the Belgian Business Cycle. (2003). Shadman, Fatemeh ; Kholodilin, Konstantin ; Bodart, Vincent ; Vincent, BODART ; Fati, SHADMAN-MEHTA.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2003018.

    Full description at Econpapers || Download paper

  26. Business Cycle in the Industrial Production of Brazilian States. (2003). Morais, Igor ; Portugal, Marcelo Savino.
    In: Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting].
    RePEc:anp:en2003:e75.

    Full description at Econpapers || Download paper

  27. Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US. (2002). Gómez Biscarri, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0502.

    Full description at Econpapers || Download paper

  28. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0102.

    Full description at Econpapers || Download paper

  29. Monitoring cyclical processes. A non-parametric approach. (2002). Andersson, E..
    In: Journal of Applied Statistics.
    RePEc:taf:japsta:v:29:y:2002:i:7:p:973-990.

    Full description at Econpapers || Download paper

  30. Duration dependence in monetary policy: international evidence. (2002). Owyang, Michael ; Chiodo, Abbigail.
    In: Working Papers.
    RePEc:fip:fedlwp:2002-021.

    Full description at Econpapers || Download paper

  31. Identifying business cycle turning points in real time. (2002). Piger, Jeremy ; Chauvet, Marcelle.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2002-27.

    Full description at Econpapers || Download paper

  32. Unobserved Leading and Coincident Common Factors in the Post-War U.S. Business Cycle. (2002). Kholodilin, Konstantin.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2002008.

    Full description at Econpapers || Download paper

  33. The European Business Cycle. (2002). Krolzig, Hans-Martin ; artis, michael ; Toro, Juan.
    In: Economic Working Papers at Centro de Estudios Andaluces.
    RePEc:cea:doctra:e2002_19.

    Full description at Econpapers || Download paper

  34. Markov switching in disaggregate unemployment rates. (2001). Potter, Simon ; Juhn, Chinhui ; Chauvet, Marcelle.
    In: Staff Reports.
    RePEc:fip:fednsr:132.

    Full description at Econpapers || Download paper

  35. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2001). Piger, Jeremy ; Kim, Chang-Jin.
    In: Working Papers.
    RePEc:fip:fedlwp:2001-014.

    Full description at Econpapers || Download paper

  36. Markov regime switching and unit root tests. (2001). Piger, Jeremy ; Nelson, Charles ; Zivot, Eric .
    In: Working Papers.
    RePEc:fip:fedlwp:2001-013.

    Full description at Econpapers || Download paper

  37. Permanent and transitory components of business cycles: their relative importance and dynamic relationship. (2001). Startz, Richard ; Piger, Jeremy ; Kim, Chang-Jin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:703.

    Full description at Econpapers || Download paper

  38. Markov-Switching Common Dynamic Factor Model with Mixed-Frequency Data. (2001). Kholodilin, Konstantin.
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:2001020.

    Full description at Econpapers || Download paper

  39. In Search of Leading Indicators of Economic Activity in Germany. (2001). Funke, Michael ; Bandholz, Harm .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_571.

    Full description at Econpapers || Download paper

  40. Long Memory and Regime Switching. (2000). Inoue, Atsushi ; Diebold, Francis.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0264.

    Full description at Econpapers || Download paper

  41. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0021.

    Full description at Econpapers || Download paper

  42. Common stochastic trends, common cycles, and asymmetry in economic fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:681.

    Full description at Econpapers || Download paper

  43. Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations. (2000). Piger, Jeremy ; Kim, Chang-Jin.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1465.

    Full description at Econpapers || Download paper

  44. Disecting the Cycle: A Methodological Investigation. (2000). pagan, adrian ; Harding, Don.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1164.

    Full description at Econpapers || Download paper

  45. Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression.. (1999). Krolzig, Hans-Martin ; Clements, Michael.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:522.

    Full description at Econpapers || Download paper

  46. Dissecting the Cycle. (1999). pagan, adrian ; Harding, Don.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp1999n13.

    Full description at Econpapers || Download paper

  47. Permanent and Transitory Nature of Recessions. (1999). Murray, Chris ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0041.

    Full description at Econpapers || Download paper

  48. Regime Shifts and Bond Returns. (1999). Boudoukh, Jacob ; Smith, Tom ; Whitelaw, Robert ; Richardson, Matthew.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-010.

    Full description at Econpapers || Download paper

  49. Growth States and Shocks. (1998). Startz, Richard.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0064.

    Full description at Econpapers || Download paper

  50. Stamp 5.0: A Review. (). Inoue, Atsushi ; Giorgianni, Lorenzo ; Diebold, Francis.
    In: Home Pages.
    RePEc:wop:pennhp:_058.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-19 05:20:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.