Forecasting the German Cyclical Turning Points: Dynamic Bi-Factor Model with Markov Switching
Year of publication: |
2005
|
---|---|
Authors: | Kholodilin, Konstantin A. |
Published in: |
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). - Fachbereich Wirtschaftswissenschaften, ISSN 0021-4027. - Vol. 225.2005, 6, p. 653-674
|
Publisher: |
Fachbereich Wirtschaftswissenschaften |
Subject: | Forecasting turning points | composite coincident indicator | composite leading indicator | dynamic bifactor model | Markov switching |
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