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