Identifying and Forecasting the Turns of the Japanese Business Cycle
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More about this item
Keywordscomposite economic indicator; Markov switching; smooth transition autoregression; turning points; reference cycle; forecasting;
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-03-14 (All new papers)
- NEP-ECM-2004-03-14 (Econometrics)
- NEP-MAC-2004-03-14 (Macroeconomics)
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