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Markov switching in disaggregate unemployment rates
Chauvet, Marcelle (contributor); Juhn, Chinhui (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590063
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Forecasting recessions using the yield curve
Chauvet, Marcelle; Potter, Simon - Federal Reserve Bank of New York - 2001
business cycles and autocorrelation. We also develop a new approach to the construction of real time forecasting of recession …
Persistent link: https://www.econbiz.de/10005420520
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Recent changes in the US business cycle
Chauvet, Marcelle (contributor);  … - 2001 - [Elektronische Ressource]
The U.S. business cycle expansion that started in March 1991 is the longest on record. This paper uses statistical techniques to examine whether this expansion is a onetime unique event or whether its length is a result of a change in the stability of the U.S. economy. Bayesian methods are used...
Persistent link: https://www.econbiz.de/10001591424
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Markov switching in disaggregate unemployment rates
Chauvet, Marcelle; Juhn, Chinhui; Potter, Simon - Federal Reserve Bank of New York - 2001
.S. unemployment rates. We extract the common dynamics among unemployment rates disaggregated for seven age groups. The framework … allows analysis of the contribution of demographic factors to secular changes in unemployment rates. In addition, it allows … favor of the common factor and of the switching between high and low unemployment rate regimes. We also find that …
Persistent link: https://www.econbiz.de/10005526273