La datation du cycle français : une approche probabiliste
This article uses a « Markov-switching » model to date the French cycle. It reproduces in fine a satisfying periodicity which detects effectively the recessions of the French economy. Furthermore, the chronology derived by the model corresponds closely to the dates of recessions as established by « Bry-Boshan ».
Year of publication: |
2009
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Authors: | Damette, Olivier ; Rabah, Zohra |
Published in: |
Revue française d'économie. - Revue française d’économie. - Vol. Volume XXIV.2009, 4, p. 135-163
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Publisher: |
Revue française d’économie |
Saved in:
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