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US composite economic indicator with nonlinear dynamics and the data subject to structural breaks

Kholodilin, Konstantin A. - In: Applied economics letters 10 (2003) 6, pp. 363-372

Persistent link: https://www.econbiz.de/10001761435

Identifying and forecasting the turns of the Japanese business cycle

Kholodilin, Konstantin (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001816565

Markov-Switching common dynamic factor model with mixed-frequency data

Kholodilin, Konstantin A. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700047

Two alternative approaches to modeling the nonlinear dynamics of the composite economic indicator

Kholodilin, Konstantin A. (contributor) - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001740124

Some evidence of decreasing of the US coincident economic indicator

Kholodilin, Konstantin A. (contributor) - In: Economics bulletin : EB (2002)

Persistent link: https://www.econbiz.de/10001740154

Stylized facts test for the signal-extraction techniques

Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001716357

Dealing with structural changes in the common dynamic factor model : deterministic mechanism

Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001716869

Two alternative approaches to modelling the nonlinear dynamics of the composite economic indicator

Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001717439

Unobserved leading and coincident common factors in the post-war U.S. business cycle

Kholodilin, Konstantin A. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001652534

Forecasting the turns of German business cycle : dynamic bi-factor model with Markov switching

Kholodilin, Konstantin A. (contributor) - 2005

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the German business cycle. It estimates simultaneously the composite leading indicator (CLI) and composite coincident indicator (CCI) together with corresponding probabilities of...

Persistent link: https://www.econbiz.de/10002927882