A New Approach to Dating the Reference Cycle

DOI10.1080/07350015.2020.1773834MaRDI QIDQ6620833zbMATH OpenFDO

Authors Maximo Camacho, María Dolores Gadea, Ana Gomez-Loscos

Publication date 17 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2020.1773834

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Bayes Factors
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• Estimating turning points using large data sets
• Estimation and comparison of multiple change-point models
• Estimation and Forecasting in Models with Multiple Breaks
• Finite mixture and Markov switching models.
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Synchronization of cycles

Cited in

(1)

• Estimating Posterior Sensitivities with Application to Structural Analysis of Bayesian Vector Autoregressions

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