Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data
Year of publication: |
2008
|
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Authors: | Kaufmann, Sylvia |
Publisher: |
Vienna : Oesterreichische Nationalbank (OeNB) |
Subject: | Bayesian clustering | parameter heterogeneity | latent dynamic structure | Markov switching | panel data | turning points |
Series: | Working Paper ; 144 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/264736 [Handle] RePEc:onb:oenbwp:144 [RePEc] |
Classification: | C23 - Models with Panel Data ; E32 - Business Fluctuations; Cycles |
Source: |
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Kaufmann, Sylvia, (2008)
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Kaufmann, Sylvia, (2008)
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