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Regional business cycle phases in Japan.(Report)

From: Federal Reserve Bank of St. Louis Review  |  Date: 1/1/2007  |  Author: Wall, Howard J.

This paper uses a Markov-switching model with structural breaks to characterize and compare regional business cycles in Japan for the period 1976-2005. An early-1990s structural break meant a reduction in national and regional growth rates in expansion and recession, usually resulting in an increase in the spread between the two phases. Although recessions tended to be experienced across a majority of regions throughout the sample period, the occurrence and lengths of recessions at ...

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