SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm
Abstractsbbq 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.
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Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number S457288.
Programming language: Stata
Requires: Stata version 9.2
Date of creation: 17 Jun 2011
Date of revision: 17 Jan 2012
Note: This module should be installed from within Stata by typing "ssc install sbbq". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
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For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
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