Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model
نویسندگان
چکیده
منابع مشابه
Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model
This paper was written while the author was a visiting scholar at the Institute for Monetary and Economic Studies (IMES), Bank of Japan. The author is deeply indebted to the staff there for encouragement and numerous suggestions. Thanks are also due to Susumu Suzuki in the Economic and Social Research Institute in the Cabinet Office for useful comments. Toshiyuki Matsuura and Kiyotaka Satoyoshi...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2020
ISSN: 1556-5068
DOI: 10.2139/ssrn.3693215