Evaluation of regime switching models for real-time business cycle analysis of the euro area
Monica Billio, Laurent Ferrara, Dominique Guégan and Gian Luigi Mazzi
| Year of publication: |
2013
|
|---|---|
| Authors: | Billio, Monica ; Ferrara, Laurent ; Guégan, Dominique ; Mazzi, Gian Luigi |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 7, p. 577-586
|
| Subject: | regime switching models | SETAR models | business cycle | turning points | Markov-Kette | Markov chain | Konjunktur | Business cycle | Eurozone | Euro area | Frühindikator | Leading indicator | EU-Staaten | EU countries | Konjunktureller Wendepunkt | Business cycle turning point | Konjunkturtheorie | Business cycle theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010202176