Accelerating peak dating in a dynamic factor Markov-switching model
Year of publication: |
2024
|
---|---|
Authors: | Os, Bram van ; Dijk, Dick van |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 1, p. 313-323
|
Subject: | Business cycles | Generalized autoregressive score models | Term spread | Time-varying transition probabilities | Turning points | Markov-Kette | Markov chain | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Frühindikator | Leading indicator | Zinsstruktur | Yield curve | Theorie | Theory |
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