Volume 11 (2024)
Volume 10 (2023)
Volume 9 (2022)
Volume 8 (2021)
Volume 7 (2020)
Volume 6 (2019)
Volume 5 (2018)
Volume 4 (2017)
Volume 3 (2016)
Volume 2 (2015)
Volume 1 (2014)
Modeling Business Cycles with Markov Switching Arma (Ms-Arma) Model: An Application on Iranian Business Cycles

Morteza Salehi Sarbijan

Volume 1, Issue 3 , October 2014, , Pages 201-214

Abstract
  In this paper, the Iran Business Cycle characteristics were investigated via numerous univariate and multivariate Markov-switching specifications. In this case Markov switching model MSM-ARMA is proposed for determining business cycles. We examined the stochastic properties of the cyclical pattern of ...  Read More