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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850

Persistent link: https://www.econbiz.de/10012496873

Cross-country growth rates : a testable predator-prey model

Travaglini, Guido - In: Economia internazionale 47 (1994) 2, pp. 253-265

Persistent link: https://www.econbiz.de/10001175846

International evidence on the sources of macroeconomic fluctuations

Bergman, Michael U. - In: European economic review : EER 40 (1996) 6, pp. 1237-1258

Persistent link: https://www.econbiz.de/10001202719

Kreditvergabe durch Banken : mikroökonomische Theorie und gesamtwirtschaftliche Implikationen

Neuberger, Doris - 1994

Persistent link: https://www.econbiz.de/10013338841

Ecarts conjoncturels et croissance dans six économies de l'OCDE

Château, Jean - In: Economie & prévision : EP (1994), pp. 1-18

Persistent link: https://www.econbiz.de/10001167650

Forecasting the turns of German business cycle : dynamic bi-factor model with Markov switching

Kholodilin, Konstantin A. (contributor) - 2005

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the German business cycle. It estimates simultaneously the composite leading indicator (CLI) and composite coincident indicator (CCI) together with corresponding probabilities of...