Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model
Year of publication: |
2020
|
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Authors: | van Os, Bram ; van Dijk, Dick |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Business cycles | generalized autoregressive score models | time-varying transition probabilities | turning points |
Series: | Tinbergen Institute Discussion Paper ; TI 2020-057/VI |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1733308326 [GVK] hdl:10419/229677 [Handle] RePEc:tin:wpaper:20200057 [RePEc] |
Classification: | E32 - Business Fluctuations; Cycles ; C32 - Time-Series Models |
Source: |
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