Modelling Recession in Two European Countries: the Generalized BHAR model
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http://siba-ese.unisalento.it/index.php/ejasa/article/view/12984
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资源简介：
The time series of German and Italian recessions are analyzed using a novel approach for binary time series introduced in [19]. For the German recessions a purely autoregressive model for binary data has provided satisfactory results. For the Italian recessions, on the other hand, to reach a significant fit we have applied a model including some lags of the German driving economy. An interpretation in terms of short-run and long-run effects is proposed.
提供机构：
University of Salento
创建时间：
2015-04-08
