作 ---者： 宋涛 郑挺国   
题 ---目： 基于面板区制转移模型的我国区域经济周期波动研究
稿件状态： 终审未通过,请自行处理。  

这有的做，但不多，原理不清楚，可以开展这方面的讨论
The Propagation of Regional Recessions, coauthored with Michael T. Owyang of the Federal Reserve Bank of St. Louis, forthcoming in Review of Economics and Statistics. This paper develops a framework for inferring common Markov-switching components in a panel data set with large cross-section and time-series dimensions. We apply the framework to studying similarities and differences across U.S. states in the timing of business cycles. We hypothesize that there exists a small number of cluster designations, with individual states in a given cluster sharing certain business cycle characteristics. We find that although oil-producing and agricultural states can sometimes experience a separate recession from the rest of the United States, for the most part differences across states appear to be a matter of timing, with some states beginning a national recession or recovery before others.

是Hamilton写的文章啊。他应该是高手。其实感觉原理应该是一样的。只是需要做一些矩阵变换。

没有见过相应的GAUSS程序。

xuhe老师提供的hamilton老师的文章超好，超级感谢！

跟Hamilton联系过了。他说这篇文章的code大概还有几个星期就弄好了。到时候会公开~