Open AccessModelling the Australasian Financial Cycle: A Markov-Regime Switching Approach
Author(s) -
Milan Christian de Wet
Publication year - 2021
Publication title -
international journal of business and economic sciences applied research
Language(s) - English
Resource type - Journals
eISSN - 2408-0101
pISSN - 2408-0098
DOI - 10.25103/ijbesar.141.06
Subject(s) - business cycle , markov chain , construct (python library) , financial crisis , point (geometry) , business , economics , financial system , econometrics , macroeconomics , computer science , mathematics , geometry , machine learning , programming language
Purpose: The importance of the financial cycle has become a central point of consideration for policymakers since the 2007-08 financial crisis. This study aimed to construct and characterize the aggregate Australasian financial cycle.
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