Business cycle dating and forecasting with real-time Swiss GDP data
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DOI: 10.1007/s00181-019-01666-9
Abstract: We develop a small-scale dynamic factor model for the Swiss economy allowing for nonlinearities by means of a two-state Markov chain. The selection of an appropriate set of indicators utilizes a combinatorial algorithm. The model’s… read more here.
Keywords: cycle dating; gdp; dating forecasting; business ... See more keywords