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Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586
Persistent link: https://www.econbiz.de/10010202176
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Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area
Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of Forecasting 32 (2013) 7, pp. 577-586
Persistent link: https://www.econbiz.de/10011006228
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A system for dating and detecting turning points in the euro area
Anas, Jacques; Billio, Monica; Mazzi, Gian Luigi - In: The Manchester School 76 (2008) 5, pp. 549-577
Persistent link: https://www.econbiz.de/10003751389
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Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area
Billio, Monica; Ferrara, Laurent; Guegan, Dominique; … - HAL - 2009
In this paper, we aim at assessing Markov-switching and threshold models in their ability to identify turning points of economic cycles. By using vintage data that are updated on a monthly basis, we compare their ability to detect ex-post the occurrence of turning points of the classical...
Persistent link: https://www.econbiz.de/10010738487
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Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro.
Billio, Monica; Ferrara, Laurent; Guegan, Dominique; … - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2009
In this paper, we aim at assessing Markov-switching and threshold models in their ability to identify turning points of economic cycles. By using vintage data that are updated on a monthly basis, we compare their ability to detect ex-post the occurrence of turning points of the classical...
Persistent link: https://www.econbiz.de/10008622023
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Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area
Billio, Monica; Ferrara, Laurent; Guegan, Dominique; … - HAL - 2009
In this paper, we aim at assessing Markov-switching and threshold models in their ability to identify turning points of economic cycles. By using vintage data that are updated on a monthly basis, we compare their ability to detect ex-post the occurrence of turning points of the classical...
Persistent link: https://www.econbiz.de/10008795405