Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies
Year of publication: |
2006
|
---|---|
Authors: | Kholodilin, Konstantin A. |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Forecasting turning points | Composite coincident indicator | Composite leading indicator | Dynamic bi-factor model | Markov switching |
Extent: | application/pdf |
---|---|
Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 554 48 pages long |
Classification: | E32 - Business Fluctuations; Cycles ; C10 - Econometric and Statistical Methods: General. General |
Source: |
-
Kholodilin, Konstantin Arkadievich, (2006)
-
Forecasting the Turns of German Business Cycle: Dynamic Bi-Factor Model with Markov Switching
Kholodilin, Konstantin Arkadievich, (2005)
-
Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching
Kholodilin, Konstantin A., (2005)
- More ...
-
Business Confidence and Forecasting of Housing Prices and Rents in Large German Cities
Kholodilin, Konstantin A., (2014)
-
The Market Value of Energy Efficiency in Buildings and the Mode of Tenure
Kholodilin, Konstantin A., (2014)
-
Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles
Herwartz, Helmut, (2014)
- More ...