Sequential Methodology for Signaling Business Cycle Turning Points
Year of publication: |
2009-06
|
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Authors: | Golosnoy, Vasyl ; Hogrefe, Jens |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Business cycle | CUSUM control chart | Dynamic Factor Markov switching models | Early signaling | NBER dating |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 26 pages |
Classification: | C44 - Statistical Decision Theory; Operations Research ; C50 - Econometric Modeling. General ; E32 - Business Fluctuations; Cycles |
Source: |
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