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Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
14 references·8 citing·39 second hop
Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model (2000)Measuring the probability of a business c…Predicting cyclical turning points with leading index in a markov switching model (1994)Predicting cyclical turning p…Automatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …NBER macroeconomics annual 1987 (1989)NBER macroeconomics annual 19…Latent Variable Models and Factor Analysis (1989)Latent Variable Models and Fa…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Latent Variable Models and Factor Analysis. 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References

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Cited by

  • 2004A classifying procedure for signalling turning points39 cited
  • 2005FORECASTING MANUFACTURING OUTPUT GROWTH USING FIRM-LEVEL SURVEY DATA

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36 cited
  • 2011Identification of Slowdowns and Accelerations for the Euro Area Economy*29 cited
  • 2005Statistical surveillance of cyclical processes with application to turns in business cycles28 cited
  • 2010Two Probabilistic Cyclical Turning Point Indicators for the French Economy (Deux Indicateurs Probabilistes de Retournement Cyclique Pour L’Économie Française) (French)26 cited
  • 2010Identification of Slowdowns and Accelerations for the Euro Area Economy24 cited
  • 2009Caractérisation et datation des cycles économiques en zone euro22 cited
  • 2016Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach17 cited