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Dating the business cycle : Evidence from Mongolia

Author

Listed:
  • Davaajargal Luvsannyam
  • Khuslen Batmunkh
  • Khulan Buyankhishig

Abstract

Business cycle is an important indicator for making policy and management decisions. This paper compares the business cycle estimates for Mongolia based on a graphical and parametric methods. We find that Bry Boschan Quarterly (BBQ) algorithm accurately dates the business cycle which is consistent with the economic expectations. When we indicate the result of Bry Boschan Quarterly algorithm as the benchmark for the business cycle, trend filter provides a more precise estimate of the output gap for Mongolia.

Suggested Citation

  • Davaajargal Luvsannyam & Khuslen Batmunkh & Khulan Buyankhishig, 2019. "Dating the business cycle : Evidence from Mongolia," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 19(2), pages 59-66.
  • Handle: RePEc:tcb:cebare:v:19:y:2019:i:2:p:59-66
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    File URL: https://www.sciencedirect.com/journal/central-bank-review/vol/19/issue/2
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    Cited by:

    1. Santander Quino, Camila Miriam, 2022. "Ciclos económicos y financieros: Una aproximación empírica para Bolivia," Documentos de trabajo 1/2022, Instituto de Investigaciones Socio-Económicas (IISEC), Universidad Católica Boliviana.

    More about this item

    Keywords

    Business cycle; BBQ; I1 trend filter; HP filter; Expansion; Contraction; Hamilton filter; BN filter;
    All these keywords.

    JEL classification:

    • I1 - Health, Education, and Welfare - - Health

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