Dating U.S. Business Cycles with Macro Factors
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References listed on IDEAS
- Chang-Jin Kim & Charles R. Nelson, 1998. "Business Cycle Turning Points, A New Coincident Index, And Tests Of Duration Dependence Based On A Dynamic Factor Model With Regime Switching," The Review of Economics and Statistics, MIT Press, vol. 80(2), pages 188-201, May.
- Dueker, Michael, 1999.
"Conditional Heteroscedasticity in Qualitative Response Models of Time Series: A Gibbs-Sampling Approach to the Bank Prime Rate,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 466-472, October.
- Michael J. Dueker, 1998. "Conditional heteroskedasticity in qualitative response models of time series: a Gibbs sampling approach to the bank prime rate," Working Papers 1998-011, Federal Reserve Bank of St. Louis.
- Chang-Jin Kim & Charles R. Nelson, 1999. "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262112388, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Egger, Peter & Pfaffermayr, Michael, 2011.
"Structural Estimation of Gravity Models with Path-dependent Market Entry,"
CEPR Discussion Papers
8458, C.E.P.R. Discussion Papers.
- Peter Egger & Michael Pfaffermayr, 2011. "Structural Estimation of Gravity Models with Path-Dependent Market Entry," FIW Research Reports series III-007, FIW.
- Fossati, Sebastian, 2017. "Testing for State-Dependent Predictive Ability," Working Papers 2017-9, University of Alberta, Department of Economics.
- Alexander James & Yaser S. Abu-Mostafa & Xiao Qiao, 2019. "Nowcasting Recessions using the SVM Machine Learning Algorithm," Papers 1903.03202, arXiv.org, revised Jun 2019.
- Soybilgen, Baris, 2018. "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper 94715, University Library of Munich, Germany.
More about this item
Keywordsbusiness cycle; forecasting; factors; probit model; Bayesian methods;
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BEC-2011-06-18 (Business Economics)
- NEP-CBA-2011-06-18 (Central Banking)
- NEP-ECM-2011-06-18 (Econometrics)
- NEP-FOR-2011-06-18 (Forecasting)
- NEP-ORE-2011-06-18 (Operations Research)
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