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~language:"eng"
~person:"Aarle, Bas van"
~person:"Chiarella, Carl"
~person:"Doz, Catherine"
~subject:"Economic dynamics"
~type_genre:"Amtsdruckschrift"
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Business
cycle dynamics after the Great Recession : an extended Markov-Switching dynamic factor model
Doz, Catherine
;
Ferrara, Laurent
;
Pionnier, Pierre-Alain
-
2020
, we show that volatility switches largely improve the detection of
business
cycle turning points in the low …
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