SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm
sbbq identifies potential turning points as the local minima and maxima in the series. Candidate points must then satisfy two conditions: phases are at least 'p' quarters long, and complete cycles are at least 'c quarters long---where 'p' and 'c' are chosen parameters. This "BBQ" algorithm was proposed by Harding and Pagan (2002) as a quarterly ("Q") implementation of the original Bry and Boschan (1971) ("BB") monthly algorithm.
|Requires:||Stata version 9.2|
|Date of creation:||17 Jun 2011|
|Date of revision:||17 Jan 2012|
|Note:||This module should be installed from within Stata by typing "ssc install sbbq". Windows users should not attempt to download these files with a web browser.|
|Contact details of provider:|| Postal: |
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
|Order Information:||Web: http://repec.org/docs/ssc.php|
When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s457288. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum)
If references are entirely missing, you can add them using this form.