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How well do Markov switching models describe actual business cycles? The case of synchronization. (2005). Summers, Peter ; Smith, Penelope.
In: Journal of Applied Econometrics.
RePEc:jae:japmet:v:20:y:2005:i:2:p:253-274.

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  1. Regime switching and the responsiveness of prices to supply: The case of the Irish housing market. (2023). McQuinn, Kieran ; Egan, Paul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:87:y:2023:i:c:p:82-94.

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  4. Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2019/33.

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  5. Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/5q8fnecj1u87ka099dc571bhi2.

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  6. Synchronization patterns in the European Union. (2019). Napoletano, Mauro ; Guerini, Mattia ; Luu, Duc Thi.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-02375416.

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  7. Synchronization patterns in the European Union. (2019). Luu, Duc Thi ; Guerini, Mattia ; Napoletano, Mauro.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03403185.

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  8. Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia.
    In: GREDEG Working Papers.
    RePEc:gre:wpaper:2019-30.

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  9. Synchronization Patterns in the European Union. (2019). Napoletano, Mauro ; Luu, Duc Thi ; Guerini, Mattia.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1918.

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  10. Identification des points de retournement du cycle économique au Canada. (2019). Kotchoni, Rachidi ; Surprenant, Stephane ; Stevanovic, Dalibor.
    In: CIRANO Project Reports.
    RePEc:cir:cirpro:2019rp-05.

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  11. Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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  12. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo.
    In: Working Papers.
    RePEc:bde:wpaper:1726.

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  13. Purchasing power parity and real exchange rate in Central Eastern European countries. (2016). Jiang, Chun ; Su, Chi-Wei ; Liu, Tie-Ying.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:44:y:2016:i:c:p:349-358.

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  14. Markov switching models in the analysis of business cycle synchronization. (2015). Bernardelli, Micha ; Ddys, Monika .
    In: Collegium of Economic Analysis Annals.
    RePEc:sgh:annals:i:39:y:2015:p:213-228.

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  15. Monetary convergence in East Asian countries relative to China. (2014). Chang, Tsangyao ; Su, Chi-Wei ; Yin, Kedong .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:33:y:2014:i:c:p:228-237.

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  16. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2014). Leiva-Leon, Danilo.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-38.

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  17. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2013). Leiva-Leon, Danilo.
    In: MPRA Paper.
    RePEc:pra:mprapa:54452.

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  18. Uncovered interest parity and risk premium convergence in Central and Eastern European countries. (2013). Su, Chi-Wei ; Li, Xiao-Lin ; Chang, Hsu-Ling ; Jiang, Chun .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:204-208.

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  19. The determinants of FDI in Turkey: A Markov Regime-Switching approach. (2012). Bilgili, Faik ; Doaan, abrahim ; Tülüce, Nadide Sevil Hala±ca±, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:4:p:1161-1169.

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  20. Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. (2011). Chevallier, Julien.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:6:p:2634-2656.

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  21. Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach. (2009). Strachan, Rodney ; Gefang, Deborah.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:14:y:2009:i:1:n:2.

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References

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  18. Smith PA, Summers PM. 2004b. Identification and normalization in Markov switching models of business cycles. Federal Reserve Bank of Kansas City Research Working Paper 04-09.

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