Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (Q3065499)

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Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area
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    Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area (English)
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    6 January 2011
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    latent factor models
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    simulation-based inference
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    Bayesian inference
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    sequential Monte Carlo
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    turning point detection
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    business cycle analysis
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    real-time data
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    euro area
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