Using credit variables to date business cycle and to estimate the probabilities of recession in real time
by Valentina Aprigliano and Danilo Liberati
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Aprigliano, Valentina ; Liberati, Danilo |
| Publisher: |
[Rom] : Banca d'Italia Eurosistema |
| Subject: | business cycle | financial cycle | real time estimation | Markow-switching model | state-space model | Konjunktur | Business cycle | Konjunktureller Wendepunkt | Business cycle turning point | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
|---|---|
| Series: | Temi di discussione / Banca d'Italia. - Roma, ZDB-ID 2451849-9. - Vol. number 1229 (July 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012140098