Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching
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More about this item
KeywordsForecasting turning points; Composite coincident indicator; Composite leading indicator; Dynamic bi-factor model; Markov-switching;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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