Comparison of the real time performance of business cycle dating methods
Chauvet, Marcelle and Piger, Jeremy
Comparison of the real time performance of business cycle dating methods 2008 - 2008 - 42-49 V. 26 Issue. 1
Business & Economic Statistics
Dynamic factor model;Business cycle;Markov switching;Recession;Turning point;Vintage data;
Comparison of the real time performance of business cycle dating methods 2008 - 2008 - 42-49 V. 26 Issue. 1
Business & Economic Statistics
Dynamic factor model;Business cycle;Markov switching;Recession;Turning point;Vintage data;