Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area
Year of publication: |
2010
|
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Authors: | Billio, Monica ; Casarin, Roberto |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 29.2010, 1/2, p. 145-167
|
Subject: | Konjunktureller Wendepunkt | Business cycle turning point | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Methode | Statistical method | Eurozone | Euro area |
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