Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data
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- Sylvia Kaufmann, 2010. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(2), pages 309-344.
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- James D. Hamilton & Michael T. Owyang, 2011. "The Propagation of Regional Recessions," NBER Working Papers 16657, National Bureau of Economic Research, Inc.
- Neville Francis & Michael T. Owyang & Ozge Savascin, 2017.
"An endogenously clustered factor approach to international business cycles,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1261-1276, November.
- Neville Francis & Michael T. Owyang & Özge Savascin, 2012. "An endogenously clustered factor approach to international business cycles," Working Papers 2012-014, Federal Reserve Bank of St. Louis.
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- Christopher A. Sims & Daniel F. Waggoner & Tao Zha, 2006. "Methods for inference in large multiple-equation Markov-switching models," FRB Atlanta Working Paper 2006-22, Federal Reserve Bank of Atlanta.
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More about this item
Keywords
Bayesian clustering; parameter heterogeneity; latent dynamic structure; Markov switching; panel data; turning points.;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-08-31 (Econometrics)
- NEP-ETS-2008-08-31 (Econometric Time Series)
- NEP-FOR-2008-08-31 (Forecasting)
- NEP-MAC-2008-08-31 (Macroeconomics)
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