Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (Q3065499)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area |
scientific article |
Statements
Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (English)
0 references
6 January 2011
0 references
latent factor models
0 references
simulation-based inference
0 references
Bayesian inference
0 references
sequential Monte Carlo
0 references
turning point detection
0 references
business cycle analysis
0 references
real-time data
0 references
euro area
0 references
0 references
0 references