Do leading indicators lead peaks more than troughs?
Year of publication: |
2007-03-20
|
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Authors: | Paap, Richard ; Segers, Rene ; van Dijk, Dick |
Institutions: | Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam |
Subject: | Bayesian inference | Markov switching | business cycles | leading indicators | real-time data |
Extent: | application/pdf |
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Series: | Econometric Institute Research Papers. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:ems:eureir Number EI 2007-08 |
Classification: | C11 - Bayesian Analysis ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E32 - Business Fluctuations; Cycles |
Source: |
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