Monitoring recessions: A Bayesian sequential quickest detection method
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DOI: 10.1016/j.ijforecast.2020.06.013
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Cited by:
- Seulki Chung, 2023. "Real-time Prediction of the Great Recession and the Covid-19 Recession," Papers 2310.08536, arXiv.org, revised May 2024.
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Keywords
Bayesian decision theoretic framework; Business cycle; Markov switching; Optimal stopping; Turning points;All these keywords.
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