Paap, Richard (contributor); Segers, Rene (contributor); … - 2007
business cycle peaks
and troughs. For this purpose, we propose a novel Markov switching vector
autoregressive model, where … asymmetric lead times leads
to improved real-time dating of business cycle peaks and troughs and more
accurate forecasts of … Business Cycle", Washington
University at St. Louis, August 2004, the Econometric Society European Meeting in Vienna, August …