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15-111/III - Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode


  • Authors
    Monica Billio, University Ca’ Foscari of Venice; Italy; Roberto Casarin, University Ca’ Foscari of Venice; Italy; Francesco Ravazzolo, BI Norwegian Business School, and Norges Bank, Norway; Herman K. van Dijk, Erasmus University Rotterdam, the Netherlands
  • Publication date
    September 15, 2015
  • Keywords
    Bayesian Modelling, Panel VAR, Markov-switching, International Business Cycles, Interaction mechanisms
  • JEL
    C11, C15, C53, E37