Business cycle durations

Journal of Econometrics

Volumn 85, Issue 1, 1998, Pages 99-123

  Filardo, Andrew J ^a   Gordon, Stephen F ^b  

^a FEDERAL RESERVE BANK OF KANSAS CITY   (United States)

^b UNIVERSITÉ LAVAL   (Canada)

Author keywords

Business cycles; Conditional expected durations; Gibbs sampling; Markov switching; Probit model

Indexed keywords

EID: 0002425919     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00096-1     Document Type: Article

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