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13-142/III - Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model


  • Authors
    Monica Billio, University of Venice, GRETA Assoc. and School for Advanced Studies in Venice, Italy; Roberto Casarin, University of Venice, GRETA Assoc. and School for Advanced Studies in Venice, Italy; Francesco Ravazzolo, Norges Bank and BI Norwegian Business School, Norway; Herman K. van Dijk, Erasmus University Rotterdam, and VU University Amsterdam, The Netherlands
  • Publication date
    September 16, 2013
  • Keywords
    Bayesian Model, Panel VAR, Markov-switching, International Business Cycles, Interaction Mechanism
  • JEL
    C11, C15, C53, E37