Business Cycles and Turning Points: A Survey of Statistical Techniques
AbstractThe business cycle has an importance in the popular debate which can tend to run ahead of the problems in measuring it. This paper provides a survey of the main statistical techniques that are used to measure the cycle. An application to the UK illustrates that the choice of what measure, or measures, to use is more than a dry academic issue. Inference about the business cycle is potentially sensitive to measurement. Fortunately, however, there is an element of consensus.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by National Institute of Economic and Social Research in its journal National Institute Economic Review.
Volume (Year): 183 (2003)
Issue (Month): 1 (January)
Contact details of provider:
Postal: 2 Dean Trench Street, Smith Square, London SW1P 3HE
Phone: +44 (020) 7222 7665
Fax: +44 (020) 7654 1900
Web page: http://www.niesr.ac.uk/
More information through EDIRC
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- González, Andrés & Teräsvirta, Timo, 2006.
"Modelling autoregressive processes with a shifting mean,"
Working Paper Series in Economics and Finance
637, Stockholm School of Economics, revised 22 May 2007.
- González Andrés & Teräsvirta Timo, 2008. "Modelling Autoregressive Processes with a Shifting Mean," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(1), pages 1-28, March.
- Timo Terasvirta & Andrés González, 2006. "Modelling autoregressive processes with a shifting mean," BORRADORES DE ECONOMIA 003230, BANCO DE LA REPÚBLICA.
- Timo Terasvirta & Andrés González, . "Modelling autoregressive processes with a shifting mean," Borradores de Economia 420, Banco de la Republica de Colombia.
- Francis W. Ahking, 2013. "Measuring U.S. Business Cycles: A Comparison of Two Methods and Two Indicators of Economic Activities," Working papers 2013-10, University of Connecticut, Department of Economics.
- Mark Holmes & Brian Silverstone, 2010.
"Business confidence and cyclical turning points: a Markov-switching approach,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 17(3), pages 229-233.
- Mark J. Holmes & Brian Silverstone, 2007. "Business Confidence and Cyclical Turning Points: A Markov-Switching Approach," Working Papers in Economics 07/19, University of Waikato, Department of Economics.
- Sèna Kimm Gnangnon, 2012. "An analysis of duration dependence of government revenue expansions and contractions in Developing Countries," Working Papers halshs-00722083, HAL.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (SAGE Publications).
If references are entirely missing, you can add them using this form.