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Publication Detail
UPSE DP 2000-09: Boom-Bust Cycles and Crisis Periods in the Philippines: A Regimes-swithcing Analysis

This study examines Philippine macroeconomic fluctuation using Markov regime-switching techniques. Using all available GDP data, an annual and a quarterly model are constructed to explain Philippine boom-bust cycles as switches into any of three states -

UP-School of Economics
Authors Keywords
Bautista, Carlos C.; econometric modeling; business cycles;
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Published in 2000 and available in the UPSE Library or NO PDF AVAILABLE Downloaded 0 times since November 25, 2011
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