内容提要: 本文利用1979 年至2004 年之间中国GDP 季度数据, 采用三区制马尔可夫均值和方差
转移的二阶自回归(MSMV (3) 2AR (2)) 模型和贝叶斯Gibbs 抽样非参数估计方法 …

Both global and regional economic linkages have strengthened substantially over the past
quarter century. We employ a dynamic factor model to analyze the implications of these …

This paper develops a multilevel structural factor model to study international output
comovement and its underlying driving forces. Our method combines a structural vector …

This paper attempts to analyze the relationships between the ASEAN-5's business cycles.
We examine the nature of business cycle synchronization trying to disentangle between …

This article investigates the possible business cycle linkages between CEECs (Central and
Eastern European countries) that were candidates to enter the EMU and the euro area for …

We examine the relationship between cyclical fluctuations and macroeconomic, institutional,
and cultural indicators for 46 countries from Europe and the Mediterranean basin. In the …

This paper investigates the relationship between the main features of business cycles and
the institutional and structural characteristics of 62 industrial, emerging and formerly …

This paper examines business cycle characteristics of the Turkish economy in the
liberalization (post-1980) period using a Markov-switching Autoregressive (MSAR) model …

This paper characterizes business cycle phenomena in a sample of twenty-seven
developed and emerging economies using a univariate Markov regime-switching approach …

Pegging in a coordinated way to a regional basket currency is considered by many as
optimal for east-Asian countries. By contrast, according to existing empirical studies, these …