Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?

2004 ◽  
Vol 9 (1) ◽  
pp. 1-14 ◽  
Author(s):  
Michael P. Clements ◽  
Hans-Martin Krolzig
Keyword(s):  
Business Cycle ◽  
Regime Switching ◽  
Aggregate Consumption ◽  
Regime Switching Models ◽  
Switching Models ◽  
The Business Cycle

Evaluation of Regime Switching Models for Real-Time Business Cycle Analysis of the Euro Area

2013 ◽  
Vol 32 (7) ◽  
pp. 577-586 ◽  
Author(s):  
Monica Billio ◽  
Laurent Ferrara ◽  
Dominique Guégan ◽  
Gian Luigi Mazzi
Keyword(s):  
Business Cycle ◽  
Real Time ◽  
Euro Area ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models ◽  
Business Cycle Analysis

scholarly journals Option Pricing and Hedging for Discrete Time Regime-Switching Models

2017 ◽  
Vol 08 (08) ◽  
pp. 1005-1032 ◽  
Author(s):  
Bruno Rémillard ◽  
Alexandre Hocquard ◽  
Hugo Lamarre ◽  
Nicolas Papageorgiou
Keyword(s):  
Option Pricing ◽  
Discrete Time ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models ◽  
Time Regime
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