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Measuring business cycles with a dynamic Markov switching factor model
Kaufmann, Sylvia - 1997
Persistent link: https://www.econbiz.de/10000980508
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmueller, Philipp - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmüller, Philipp - 2017
We develop a small-scale dynamic factor model for the Swiss economy based on an appropriately selected set of indicators. The resulting business cycle factor is in striking accordance with historical Swiss business cycle fluctuations. Our proposed model demonstrates a remarkable performance in...
Persistent link: https://www.econbiz.de/10011732586
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A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo; Kohn, Robert; Dijk, Dick van - In: Journal of econometrics 137 (2007) 1, pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
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A unified approach to nonlinearity, structural change and outliers
Giordani, Paolo (contributor); Kohn, Robert (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002673492
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A Unified Approach to Nonlinearity, Structural Change, and Outliers
Giordani, Paolo; Kohn, Robert; van Dijk, Dick J. C. - 2008
a Bayesian approach to estimation and inference, using an efficient implementation of Markov Chain Monte Carlo sampling …
Persistent link: https://www.econbiz.de/10014027875
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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
Lahiri, Kajal; Wang, Jiazhuo G. - 1993
Persistent link: https://www.econbiz.de/10000862469
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Do leading indexes really influence the probability of Australian business cycle phase shifts?
Layton, Allan P. - 1996
Persistent link: https://www.econbiz.de/10000610231
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Forecasting GDP growth using mixed-frequency models with switching regimes
Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50
Persistent link: https://www.econbiz.de/10011327124
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A Markov switching three regime model of Tunisian business cycle
Medhioub, Imed - In: Asian African journal of economics and econometrics 13 (2013) 2, pp. 237-251
Persistent link: https://www.econbiz.de/10010353706