Business cycle durations

DOI10.1016/S0304-4076(97)00096-1zbMath0979.62095OpenAlexW2021949005MaRDI QIDQ1298429

Andrew J. Filardo, Stephen F. Gordon

Publication date: 18 February 2002

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(97)00096-1

zbMATH Keywords

business cyclesprobit modelMarkov switchingGibbs samplingconditional expected durations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Inference from stochastic processes (62M99)

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