A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES

Publisher: Cambridge University Press

E-ISSN: 1469-8056|18|4|838-862

ISSN: 1365-1005

Source: Macroeconomic Dynamics, Vol.18, Iss.4, 2013-03, pp. : 838-862

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Abstract