{"id":"https://openalex.org/W2109861024","doi":"https://doi.org/10.5897/jeif2013.0506","title":"Regimes Markov models with endogenous transition probabilities: Modeling fluctuations in Tunisia","display_name":"Regimes Markov models with endogenous transition probabilities: Modeling fluctuations in Tunisia","publication_year":2013,"publication_date":"2013-09-30","ids":{"openalex":"https://openalex.org/W2109861024","doi":"https://doi.org/10.5897/jeif2013.0506","mag":"2109861024"},"language":"en","primary_location":{"id":"doi:10.5897/jeif2013.0506","doi":"https://doi.org/10.5897/jeif2013.0506","is_oa":true,"landing_page_url":"https://doi.org/10.5897/jeif2013.0506","pdf_url":"https://academicjournals.org/journal/JEIF/article-full-text-pdf/39F67C040344.pdf","source":{"id":"https://openalex.org/S2764771702","display_name":"Journal of Economics and International Finance","issn_l":"2006-9812","issn":["2006-9812"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310321074","host_organization_name":"Academic Journals","host_organization_lineage":["https://openalex.org/P4310321074"],"host_organization_lineage_names":["Academic Journals"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and International Finance","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W2109861024"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://academicjournals.org/journal/JEIF/article-full-text-pdf/39F67C040344.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5022363058","display_name":"Slim Chaouachi","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I108714496","display_name":"Tunis University","ror":"https://ror.org/02q1spa57","country_code":"TN","type":"education","lineage":["https://openalex.org/I108714496"]}],"countries":["TN"],"is_corresponding":true,"raw_author_name":"Slim CHAOUACHI","raw_affiliation_strings":["Department of Quantitative Methods and Economics, ISG, University of Tunis, Tunisia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Quantitative Methods and Economics, ISG, University of Tunis, Tunisia","institution_ids":["https://openalex.org/I108714496"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5022363058"],"corresponding_institution_ids":["https://openalex.org/I108714496"],"apc_list":null,"apc_paid":null,"fwci":0.7514,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.80522012,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":93},"biblio":{"volume":"5","issue":"6","first_page":"239","last_page":"247"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.009600000455975533,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13399","display_name":"Unemployment and Economic Growth","score":0.003599999938160181,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-switching-model","display_name":"Markov regime switching","score":0.8450000286102295},{"id":"https://openalex.org/keywords/time-varying-transition-probabilities","display_name":"time-varying transition probabilities","score":0.8090000152587891},{"id":"https://openalex.org/keywords/hidden-markov-models","display_name":"hidden Markov models","score":0.6710000038146973},{"id":"https://openalex.org/keywords/business-cycles","display_name":"business cycles","score":0.7509999871253967},{"id":"https://openalex.org/keywords/cyclical-industries","display_name":"cyclical industries","score":0.5979999899864197},{"id":"https://openalex.org/keywords/tunisia","display_name":"Tunisia","score":0.42800000309944153},{"id":"https://openalex.org/keywords/robustness-testing","display_name":"robustness testing","score":0.492000013589859},{"id":"https://openalex.org/keywords/gibbs-sampling","display_name":"Gibbs sampling","score":0.34299999475479126}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5429229140281677},{"id":"https://openalex.org/C63479239","wikidata":"https://www.wikidata.org/wiki/Q7353546","display_name":"Robustness (evolution)","level":3,"score":0.47829800844192505},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4751550853252411},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.43517494201660156},{"id":"https://openalex.org/C83873408","wikidata":"https://www.wikidata.org/wiki/Q192311","display_name":"Business cycle","level":2,"score":0.4116699695587158},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.39568978548049927},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3519381284713745},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.29192522168159485},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2796822786331177},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2692844867706299},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.11931118369102478},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.1086566150188446},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.5897/jeif2013.0506","doi":"https://doi.org/10.5897/jeif2013.0506","is_oa":true,"landing_page_url":"https://doi.org/10.5897/jeif2013.0506","pdf_url":"https://academicjournals.org/journal/JEIF/article-full-text-pdf/39F67C040344.pdf","source":{"id":"https://openalex.org/S2764771702","display_name":"Journal of Economics and International Finance","issn_l":"2006-9812","issn":["2006-9812"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310321074","host_organization_name":"Academic Journals","host_organization_lineage":["https://openalex.org/P4310321074"],"host_organization_lineage_names":["Academic Journals"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and International Finance","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.5897/jeif2013.0506","doi":"https://doi.org/10.5897/jeif2013.0506","is_oa":true,"landing_page_url":"https://doi.org/10.5897/jeif2013.0506","pdf_url":"https://academicjournals.org/journal/JEIF/article-full-text-pdf/39F67C040344.pdf","source":{"id":"https://openalex.org/S2764771702","display_name":"Journal of Economics and International Finance","issn_l":"2006-9812","issn":["2006-9812"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310321074","host_organization_name":"Academic Journals","host_organization_lineage":["https://openalex.org/P4310321074"],"host_organization_lineage_names":["Academic Journals"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Economics and International Finance","raw_type":"journal-article"},"sustainable_development_goals":[{"display_name":"Peace, justice, and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.46149998903274536},{"display_name":"Decent work and economic growth","id":"https://metadata.un.org/sdg/8","score":0.4000000059604645}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2109861024.pdf","grobid_xml":"https://content.openalex.org/works/W2109861024.grobid-xml"},"referenced_works_count":16,"referenced_works":["https://openalex.org/W1494406182","https://openalex.org/W1588163064","https://openalex.org/W1830719945","https://openalex.org/W1978669657","https://openalex.org/W1997063559","https://openalex.org/W2020999234","https://openalex.org/W2021949005","https://openalex.org/W2031123121","https://openalex.org/W2035777923","https://openalex.org/W2074812030","https://openalex.org/W2335480124","https://openalex.org/W3122420083","https://openalex.org/W3122751134","https://openalex.org/W4214710170","https://openalex.org/W4388062655","https://openalex.org/W6655864591"],"related_works":["https://openalex.org/W356176119","https://openalex.org/W3131537124","https://openalex.org/W2046586213","https://openalex.org/W2120640128","https://openalex.org/W4281656081","https://openalex.org/W4388062655","https://openalex.org/W4366594182","https://openalex.org/W2286243278","https://openalex.org/W7011339276","https://openalex.org/W7147410451"],"abstract_inverted_index":{"This":[0,119],"paper":[1],"is":[2,123,159],"an":[3,73],"advanced":[4],"analysis":[5,32],"of":[6,27,68,90,105,121,146,154],"the":[7,14,28,38,66,84,103,116,127,134,144,152],"cyclical":[8,155],"industry":[9],"in":[10,19,76,87,101,115,126,130,151,157],"Tunisia":[11,88,158],"by":[12],"taking":[13],"transition":[15,43,70],"probabilities":[16,69],"as":[17,62,96],"endogenous":[18],"a":[20,46,51,80],"Markov":[21,40,163],"switching":[22],"framework.":[23],"Using":[24],"Matlab":[25],"programming":[26],"Gibbs":[29,167],"algorithm,":[30],"Bayesian":[31],"allowed":[33],"us":[34],"to":[35,65,97,109,112],"deal":[36],"with":[37],"hidden":[39],"process":[41],"withvariable":[42],"probabilities.":[44],"Showing":[45],"persistent":[47],"state,":[48],"we":[49],"obtained":[50],"positive":[52],"relationship":[53],"between":[54],"previous":[55],"and":[56,93,141],"current":[57],"regimes.":[58],"These":[59],"are":[60],"presented":[61],"information":[63],"leading":[64],"variability":[67],"cycles.":[71],"Furthermore,":[72],"anticipated":[74],"increase":[75],"France":[77],"would":[78],"have":[79],"delayed":[81],"effect":[82],"on":[83,133],"business":[85],"cycle":[86],"because":[89],"domestic":[91],"rigidities":[92],"institutional":[94],"constraints":[95],"depolarization.":[98],"During":[99],"recession":[100,110],"France,":[102],"persistence":[104],"expansion":[106],"phases":[107],"compared":[108],"seems":[111],"be":[113],"verified":[114],"Tunisian":[117],"context.":[118],"type":[120],"application":[122],"not":[124],"abundant":[125],"empirical":[128],"literature":[129],"Tunisia.":[131],"Based":[132],"various":[135],"robustness":[136,169],"tests":[137],"(Vuong,":[138],"1989;":[139],"Ang":[140],"Bekeart,":[142],"2002),":[143],"supremacy":[145],"MS-TVTP":[147],"models":[148],"over":[149],"FTP":[150],"treatment":[153],"fluctuations":[156],"shown.":[160],"Key":[161],"words:":[162],"switching,":[164],"MS-FTP,":[165],"MS-TVP,":[166],"sampling,":[168],"test.":[170]},"counts_by_year":[{"year":2014,"cited_by_count":1}],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}
