Measuring business cycles : a temporal disaggregation model with regime switching
Year of publication: |
2012
|
---|---|
Authors: | Huang, Yu-lieh |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 2, p. 283-290
|
Subject: | Business cycle asymmetries | Markov trend | Regime-switching model | Temporal disaggregation | Markov-Kette | Markov chain | Konjunktur | Business cycle | Aggregation | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Konjunkturtheorie | Business cycle theory |
-
Robust quarterization of GDP and determination of business cycle dates for IGC partner countries
BinMohd Tahir, Abdullah, (2018)
-
Dating US business cycles with macro factors
Fossati, Sebastian, (2016)
-
Non-Normalities of the Business Cycle
Knüppel, Malte, (2005)
- More ...
-
Huang, Yu-Lieh, (2007)
-
ACTUARIAL IMPLICATIONS OF STRUCTURAL CHANGES IN EL NIÑO-SOUTHERN OSCILLATION INDEX DYNAMICS
CHEN, SHU-LING, (2014)
-
Testing Markov switching models
Huang, Yu-Lieh, (2014)
- More ...