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Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area
Billio, Monica; Casarin, Roberto - In: Journal of forecasting 29 (2010) 1, pp. 145-168
Persistent link: https://www.econbiz.de/10008386640
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Identifying business cycle turning points with sequential Monte Carlo methods : an online and real-time application to the euro area
Billio, Monica; Casarin, Roberto - In: Journal of forecasting 29 (2010) 1/2, pp. 145-167
Persistent link: https://www.econbiz.de/10003951826
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Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica; Ferrara, Laurent; Guégan, Dominique; … - In: Journal of forecasting 32 (2013) 7, pp. 577-586
Persistent link: https://www.econbiz.de/10010202176