Has the business cycle changed in Japan? : a Bayesian analysis based on a Markov-switching model with multiple change-points

Author(s)

• Uchiyama, Hirokuni
• 渡部, 敏明 ワタナベ, トシアキ
• 東京都立大学21世紀COEプログラム「金融市場のミクロ構造と制度設計」 トウキョウ トリツ ダイガク 21セイキ COE プログラム「キンユウ シジョウ ノ ミクロ コウゾウ ト セイド セッケイ」

Bibliographic Information

Has the business cycle changed in Japan? : a Bayesian analysis based on a Markov-switching model with multiple change-points

Hirokuni Uchiyama, Toshiaki Watanabe

（COE discussion paper series, no. 26）

Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University, [2004]

Note

"21世紀COEプログラム「金融市場のミクロ構造と制度設計」, 東京都立大学"--At end

Includes bibliographical references

Details

• NCID: BD06377120
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: [八王子]
• Pages/Volumes: 26 leaves, [4] leaves of plates
• Size: 30 cm
• Parent Bibliography ID:
  • BD06363465