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  • Search: subject:"Markov-Switching and Logit models"
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Year of publication
Subject
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Markov-Switching and Logit models 1 Refrence chronologies 1 forecasting business cycle turning points 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Fati, SHADMAN-MEHTA 1 Konstantin, KHOLODILIN 1 Vincent, BODART 1
Institution
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Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1
Published in...
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Discussion Papers (ECON - Département des Sciences Economiques) 1
Source
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RePEc 1
Showing 1 - 1 of 1
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Identifying and Forecasting the Turning Points of the Belgian Business Cycle with Regime-Switching and Logit Models
Vincent, BODART; Konstantin, KHOLODILIN; Fati, SHADMAN-MEHTA - Institut de Recherche Économique et Sociale (IRES), … - 2005
This paper seeks to elaborate econometric models that can be used to forecast the turning points of the Belgian business cycle. We begin by suggesting three reference cycle, which we hope will fill the void of an official reference chronology for Belgium. We then construct two different types of...
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