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SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm

Author

Listed:
  • Philippe Bracke

    (London School of Economics)

Programming Language

Stata

Abstract

sbbq identifies potential turning points as the local minima and maxima in the series. Candidate points must then satisfy two conditions: phases are at least 'p' quarters long, and complete cycles are at least 'c quarters long---where 'p' and 'c' are chosen parameters. This "BBQ" algorithm was proposed by Harding and Pagan (2002) as a quarterly ("Q") implementation of the original Bry and Boschan (1971) ("BB") monthly algorithm.

Suggested Citation

  • Philippe Bracke, 2011. "SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm," Statistical Software Components S457288, Boston College Department of Economics, revised 17 Jan 2012.
    • Handle: RePEc:boc:bocode:s457288
    Note: This module should be installed from within Stata by typing "ssc install sbbq". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/s/sbbq.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/s/sbbq.hlp
    File Function: help file
    Download Restriction: no
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    Cited by:

    1. Priscila Ferreira & George Saridakis, 2017. "Firm Shutdown During the Financial and the Sovereign Debt Crises: Empirical Evidence from Portugal," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 24(2), pages 153-179, May.

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