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En Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter

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Author Info
Wang, J.G.
Lahiri, K.
Abstract

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Publisher Info
Paper provided by University at Albany, SUNY, Department of Economics in its series Discussion Papers with number 93-10.

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Length: 34 pages
Date of creation: 1993
Date of revision:
Handle: RePEc:nya:albaec:93-10

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Postal: Department of Economics, BA 110 University at Albany State University of New York Albany, NY 12222 U.S.A.
Phone: (518) 442-4735
Fax: (518) 442-4736

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Postal: Department of Economics, BA 110 University at Albany State University of New York Albany, NY 12222 U.S.A.
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Web: http://www.albany.edu/econ/dp/index.html

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Related research
Keywords: business cycles econometrics

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