Clustering regional business cycles

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 162
Issue: C
Pages: 171-176

Authors (3)

Dolores Gadea-Rivas, M. (not in RePEc) Gómez-Loscos, Ana (Banco de España) Bandrés, Eduardo (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The aim of this paper is to show the usefulness of Finite Mixture Markov models (FMMM) for regional analysis. FMMM combine clustering techniques and Markov Switching models, providing a powerful methodological framework to jointly obtain business cycle datings and clusters of regions that share similar business cycle characteristics. An illustration with European regional data shows the good performance of the proposed method.

Technical Details

RePEc Handle
repec:eee:ecolet:v:162:y:2018:i:c:p:171-176
Journal Field
General
Author Count
3
Added to Database
2026-01-25