Timing and Business Cycle Analysis in OPEC Member Countries Through Markov Switching Autoregressive Model
There are two approaches for timing business cycles, namely "growth cycle" and "classical cycle". Though different, these approaches are complementary. This paper studies business cycles timing in 10 OPEC members[1] based on Markov Switching Model, introduced by Hamilton (1989)....
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2012-06-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | https://jiee.atu.ac.ir/article_2639_5d2aefbf1226fa357f5cdc9113b298f8.pdf |