Business cycle dynamics after the Great Recession : an extended Markov-Switching Dynamic Factor Model
Catherine Doz, Laurent Ferrara, Pierre-Alain Pionnier
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Doz, Catherine ; Ferrara, Laurent ; Pionnier, Pierre-Alain |
| Publisher: |
Paris : Paris School of Economics |
| Subject: | Markov-Switching Dynamic Factor Model (MS-DFM) | Great Moderation | Great Recession | Turning-Point Detection | Macroeconomic Forecasting | Konjunktur | Business cycle | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Frühindikator | Leading indicator | Wirtschaftsprognose | Economic forecast | Dynamische Wirtschaftstheorie | Economic dynamics | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Wirtschaftskrise | Economic crisis | Volatilität | Volatility | Finanzkrise | Financial crisis |
freely available
| Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
|---|---|
| Series: | Working paper. - Paris : Paris-Jourdan sciences économiques, Laboratoire d'économie appliquée - INRA, ZDB-ID 3027608-1. - Vol. no 2020, 03 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012244551