• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From preference to choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine

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
Download here