Class information for:
Level 1: TERM SPREAD//MARKOV SWITCHING//MARKOV SWITCHING MODELS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
11419 983 28.1 50%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
15 2             ECONOMICS//MONETARY POLICY//ECON 37620
11419 1                   TERM SPREAD//MARKOV SWITCHING//MARKOV SWITCHING MODELS 983

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 TERM SPREAD authKW 349439 2% 75% 15
2 MARKOV SWITCHING authKW 319510 6% 19% 55
3 MARKOV SWITCHING MODELS authKW 260792 2% 37% 23
4 BUSINESS CYCLES authKW 202842 8% 9% 74
5 BUSINESS CYCLE ASYMMETRIES authKW 190252 1% 88% 7
6 BUSINESS CYCLE authKW 153108 6% 9% 58
7 BUSINESS CYCLE ASYMMETRY authKW 152199 1% 70% 7
8 LEADING INDICATORS authKW 150312 2% 20% 24
9 LEADING ECONOMIC INDICATORS authKW 124248 0% 100% 4
10 DEEPNESS authKW 124244 1% 67% 6

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Economics 60451 83% 0% 820
2 Social Sciences, Mathematical Methods 31183 22% 0% 217
3 Business, Finance 4642 10% 0% 102
4 Statistics & Probability 2073 12% 0% 114
5 Management 1800 10% 0% 95
6 Mathematics, Interdisciplinary Applications 662 6% 0% 62
7 Hospitality, Leisure, Sport & Tourism 65 1% 0% 8
8 Business 58 2% 0% 17
9 International Relations 48 1% 0% 11
10 Operations Research & Management Science 21 2% 0% 15

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 INT FINANCE ACCOUNTING ECON UNIT 62124 0% 100% 2
2 ADV STUDY VENICE 31062 0% 100% 1
3 ALTERNAT INVESTMENT TEAM 31062 0% 100% 1
4 BANKING BUR 31062 0% 100% 1
5 C T MACROECON TIMBRE J36015 31062 0% 100% 1
6 CEFIN MODENA 31062 0% 100% 1
7 CIENCIAS ECON EMP ARIALES ALBACTE 31062 0% 100% 1
8 CIMF AV 31062 0% 100% 1
9 CNRSTEPPFR 3126 31062 0% 100% 1
10 CONSERVANCY ENVIRONM 31062 0% 100% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 99827 4% 8% 38
2 INTERNATIONAL JOURNAL OF FORECASTING 50493 5% 3% 50
3 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 33816 4% 3% 39
4 JOURNAL OF FORECASTING 27527 3% 3% 33
5 JOURNAL OF APPLIED ECONOMETRICS 24898 3% 3% 31
6 EMPIRICAL ECONOMICS 13575 2% 2% 22
7 APPLIED ECONOMICS LETTERS 12906 5% 1% 46
8 APPLIED ECONOMICS 12740 6% 1% 55
9 ECONOMIC MODELLING 10722 3% 1% 34
10 JOURNAL OF ECONOMETRICS 8317 3% 1% 31

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 TERM SPREAD 349439 2% 75% 15 Search TERM+SPREAD Search TERM+SPREAD
2 MARKOV SWITCHING 319510 6% 19% 55 Search MARKOV+SWITCHING Search MARKOV+SWITCHING
3 MARKOV SWITCHING MODELS 260792 2% 37% 23 Search MARKOV+SWITCHING+MODELS Search MARKOV+SWITCHING+MODELS
4 BUSINESS CYCLES 202842 8% 9% 74 Search BUSINESS+CYCLES Search BUSINESS+CYCLES
5 BUSINESS CYCLE ASYMMETRIES 190252 1% 88% 7 Search BUSINESS+CYCLE+ASYMMETRIES Search BUSINESS+CYCLE+ASYMMETRIES
6 BUSINESS CYCLE 153108 6% 9% 58 Search BUSINESS+CYCLE Search BUSINESS+CYCLE
7 BUSINESS CYCLE ASYMMETRY 152199 1% 70% 7 Search BUSINESS+CYCLE+ASYMMETRY Search BUSINESS+CYCLE+ASYMMETRY
8 LEADING INDICATORS 150312 2% 20% 24 Search LEADING+INDICATORS Search LEADING+INDICATORS
9 LEADING ECONOMIC INDICATORS 124248 0% 100% 4 Search LEADING+ECONOMIC+INDICATORS Search LEADING+ECONOMIC+INDICATORS
10 DEEPNESS 124244 1% 67% 6 Search DEEPNESS Search DEEPNESS

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 VAN DIJK, D , FRANSES, PH , (1999) MODELING MULTIPLE REGIMES IN THE BUSINESS CYCLE.MACROECONOMIC DYNAMICS. VOL. 3. ISSUE 3. P. 311-340 33 75% 46
2 MCKAY, A , REIS, R , (2008) THE BREVITY AND VIOLENCE OF CONTRACTIONS AND EXPANSIONS.JOURNAL OF MONETARY ECONOMICS. VOL. 55. ISSUE 4. P. 738-751 29 66% 12
3 WHEELOCK, DC , WOHAR, ME , (2009) CAN THE TERM SPREAD PREDICT OUTPUT GROWTH AND RECESSIONS? A SURVEY OF THE LITERATURE.FEDERAL RESERVE BANK OF ST LOUIS REVIEW. VOL. 91. ISSUE 5. P. 419 -440 23 74% 36
4 CHRISTIANSEN, C , (2013) PREDICTING SEVERE SIMULTANEOUS RECESSIONS USING YIELD SPREADS AS LEADING INDICATORS.JOURNAL OF INTERNATIONAL MONEY AND FINANCE. VOL. 32. ISSUE . P. 1032-1043 16 94% 4
5 FUINHAS, JA , MARQUES, AC , ALMEIDA, P , NOGUEIRA, D , BRANCO, T , (2016) TWO CENTURIES OF ECONOMIC GROWTH: INTERNATIONAL EVIDENCE ON DEEPNESS AND STEEPNESS.TRANSFORMATIONS IN BUSINESS & ECONOMICS. VOL. 15. ISSUE 3. P. 192 -206 21 66% 0
6 DARNE, O , FERRARA, L , (2011) IDENTIFICATION OF SLOWDOWNS AND ACCELERATIONS FOR THE EURO AREA ECONOMY.OXFORD BULLETIN OF ECONOMICS AND STATISTICS. VOL. 73. ISSUE 3. P. 335-364 22 65% 3
7 SCHIRWITZ, B , (2009) A COMPREHENSIVE GERMAN BUSINESS CYCLE CHRONOLOGY.EMPIRICAL ECONOMICS. VOL. 37. ISSUE 2. P. 287-301 17 85% 9
8 CHARLES, A , DARNE, O , DIEBOLT, C , FERRARA, L , (2015) A NEW MONTHLY CHRONOLOGY OF THE US INDUSTRIAL CYCLES IN THE PREWAR ECONOMY.JOURNAL OF FINANCIAL STABILITY. VOL. 17. ISSUE . P. 3 -9 16 80% 0
9 GALVAO, ABC , (2002) CAN NON-LINEAR TIME SERIES MODELS GENERATE US BUSINESS CYCLE ASYMMETRIC SHAPE?.ECONOMICS LETTERS. VOL. 77. ISSUE 2. P. 187-194 18 95% 8
10 HASEGAWA, M , FUKUTA, Y , (2011) AN EMPIRICAL ANALYSIS OF INFORMATION IN THE YIELD SPREAD ON FUTURE RECESSIONS IN JAPAN.APPLIED ECONOMICS. VOL. 43. ISSUE 15. P. 1865 -1881 16 84% 0

Classes with closest relation at Level 1


Rank Class id link
1 20360 NONLINEAR TIME SERIES//BILINEAR MODEL//ARRANGED AUTOREGRESSION
2 4383 FORECAST EVALUATION//INTERNATIONAL JOURNAL OF FORECASTING//MACROECONOMIC FORECASTING
3 5290 OPTIMUM CURRENCY AREA//INTERNATIONAL BUSINESS CYCLES//BUSINESS CYCLE SYNCHRONIZATION
4 14615 SEASONAL ADJUSTMENT//UNOBSERVED COMPONENTS//SEASONAL COINTEGRATION
5 30862 OKUNS LAW//OKUN COEFFICIENT//SWINBURNE BUSINESS LAW
6 21831 INVENTORY INVESTMENT//INVENTORIES//INVENTORY CYCLE
7 21918 BICORRELATION//SECTORAL SHARES//TRICORRELATION
8 4711 TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES//EXPECTATIONS HYPOTHESIS
9 56 PURCHASING POWER PARITY//UNIT ROOT//UNIT ROOT TEST
10 20420 INFLATION UNCERTAINTY//OUTPUT GROWTH//INFLATION VOLATILITY

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