An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter
by Kajal Lahiri and Jiazhuo G. Wang
| Year of publication: |
1993
|
|---|---|
| Authors: | Lahiri, Kajal ; Wang, Jiazhuo Georg |
| Institutions: | State University of New York at Albany / Department of Economics (contributor) |
| Publisher: |
Albany, NY : Dep. of Economics, State Univ. of New York at Albany |
| Subject: | Markov-Kette | Markov chain | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | Konjunktureller Wendepunkt | Business cycle turning point | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Extent: | 34 S. : graph. Darst |
|---|---|
| Series: | Albany discussion papers. - Albany, NY, ZDB-ID 2613957-1. - Vol. 93,10 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000862469