A classifying procedure for signalling turning points
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- Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," SSE/EFI Working Paper Series in Economics and Finance 427, Stockholm School of Economics.
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- Yun-Ling Wu & Cheng-Huang Tung & Chun-Chang Lee, 2017. "The Power of a Leading Indicators Fluctuation Trend for Forecasting Taiwans Real Estate Business Cycle: An Application of a Hidden Markov Model," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 7(1), pages 81-98, January.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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