Detection of the industrial business cycle using SETAR models
Year of publication: |
2005-09
|
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Authors: | Ferrara, Laurent ; Guégan, Dominique |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Economic cycle | turning point detection | Threshold model | Euro-zone IPI |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Business Cycle Measurement and Analysis 3.2(2005): pp. 353-372 |
Classification: | C51 - Model Construction and Estimation ; E32 - Business Fluctuations; Cycles ; C22 - Time-Series Models |
Source: |
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Detection of the Industrial Business Cycle using SETAR Models
Ferrara, Laurent, (2005)
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Heyer, Eric, (2010)
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Heyer, Eric, (2011)
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Detection of the industrial business cycle using SETAR models
Ferrara, Laurent, (2005)
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Business surveys modelling with seasonal-cyclical long memory models
Ferrara, Laurent, (2008)
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Real-time detection of the business cycle using SETAR models
Ferrara, Laurent, (2007)
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