Birchenhall, Chris R.; Sensier, Marianne; Osborn, Denise R. - Society for Computational Economics - SCE - 2000
Following on from the work of Birchenhall, Jessen, Osborn & Simpson (1999) on predicting US business cycle regimes we apply the same methodology to construct a one period ahead model of classical business cycle regimes in the UK. Birchenhall et al generated the regime data from the NBER dating...