Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Year of publication: |
[2020]
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Authors: | Doz, Catherine ; Ferrara, Laurent ; Pionnier, Pierre-Alain |
Publisher: |
Paris : Paris School of Economics |
Subject: | Markov-Switching Dynamic Factor Model (MS-DFM) | Great Moderation | Great Recession | Turning-Point Detection | Macroeconomic Forecasting | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Wirtschaftskrise | Economic crisis | Frühindikator | Leading indicator | Wirtschaftswachstum | Economic growth | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Finanzkrise | Financial crisis | Dynamische Wirtschaftstheorie | Economic dynamics |
Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
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Series: | Working paper. - Paris : Paris-Jourdan sciences économiques, Laboratoire d'économie appliquée - INRA, ZDB-ID 3027608-1. - Vol. no 2020, 03 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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