A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics
Year of publication: |
2016
|
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Authors: | Dua, Pami ; Sharma, Vineeta |
Published in: |
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET. - Paris : OECD, ISSN 1729-3618, ZDB-ID 2144649-0. - 2015, 2, p. 111-137
|
Subject: | Economic Indicator Analysis | Growth rate cycles | Markov switching models | business cycle phases | Konjunktur | Business cycle | Wirtschaftsindikator | Economic indicator | Markov-Kette | Markov chain | Frühindikator | Leading indicator | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
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