Constructing a Markov-switching turning point index using mixed frequencies with an application to French business survey data
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DOI: 10.1787/jbcma-2009-5ks9v49q3swc
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Cited by:
- Catherine Doz & Anna Petronevich, 2016.
"Dating Business Cycle Turning Points for the French Economy: An MS-DFM approach,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 481-538,
Emerald Group Publishing Limited.
- Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Post-Print hal-01159200, HAL.
- Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01159200, HAL.
- Catherine Doz & Anna Petronevich, 2015. "Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach," Documents de travail du Centre d'Economie de la Sorbonne 15009, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
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Keywords
Business Cycle; Regime Change Detection; Turning Points; Hidden Markov Model;All these keywords.
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