{"title":"澳大拉西亚金融周期建模:马尔可夫制度转换方法","authors":"Milan Christian de Wet","doi":"10.25103/ijbesar.141.06","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":284021,"journal":{"name":"International Political Economy: Investment & Finance eJournal","volume":"9 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2021-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach\",\"authors\":\"Milan Christian de Wet\",\"doi\":\"10.25103/ijbesar.141.06\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":284021,\"journal\":{\"name\":\"International Political Economy: Investment & Finance eJournal\",\"volume\":\"9 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2021-06-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"International Political Economy: Investment & Finance eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.25103/ijbesar.141.06\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Political Economy: Investment & Finance eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.25103/ijbesar.141.06","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Modelling the Australasian Financial Cycle: A Markov-Regime Switching Approach
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.