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Exponential ergodicity for Markov processes with random switching
We study a Markov process with two components: the first component evolves according to one of finitely many underlying Markovian dynamics, with a choice of dynamics... -
Business Cycles Synchronization in East Asia: A Markov-Switching Approach
This paper attempts to analyze the relationships between the ASEAN-5 countries' business cycles. We examine the nature of business cycles correlation trying to... -
Understanding momentum in commodity markets
International audience
