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Deux indicateurs probabilistes de retournement cyclique pour l’économie française
16 references·0 citing·38 second hop
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1947Measuring Business Cycles1,531 cited
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  • 1997Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis766 cited
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  • 1995A nonlinear approach to US GNP562 cited
  • 2005Synchronization of cycles401 cited
  • 1994Inventories and the Three Phases of the Business Cycle290 cited
  • 2006Time series decomposition and measurement of business cycles, trends and growth cycles220 cited
  • 2006DSGE Models in a Data-Rich Environment210 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 2010Price Setting in the Euro Area : Some Stylised Facts from Individual Producer Price Data182 cited
  • 2003Business Cycle Asymmetries148 cited
  • 2010The Impact of Financial Constraints on Innovation: What Can Be Learned from a Direct Measure?132 cited

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1994
Predicting cyclical turning points with leading index in a markov switching model
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