Dueker, Michael J.; Sola, Martin - Federal Reserve Bank of St. Louis - 2008
different weights in the calculation of regime probabilities. We apply our approach to estimating a business cycle chronology … Switching,” Review of Economics
and Statistics (1998) 80, 188-201.
Monch, Emmanuel and Harald Uhlig, “Towards a Monthly Business … approach to estimating a business cycle chronology for the 50 U.S. States
and the Euro area, and we compare results between …