Measuring the Probability of a Business Cycle Turning Point by Using a Multivariate Qualitative Hidden Markov Model.

A two-step procedure to produce a statistical measure of the probability of being in an accelerating or deccelerating phase of economic activity is proposed.

MoreLess

Year of publication:	1998
Authors:	Gregoir, S. ; Lenglart, F.
Subject:	BUSINESS CYCLES \| ECONOMETRIC MODELS \| STATISTICAL ANALYSIS

More details

Type of publication:	Book / Working Paper
Notes:	31 pages
Classification:	D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; C40 - Econometric and Statistical Methods: Special Topics. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005641049