Measuring the probability of a business cycle turning point by using a multivariate qualitative Hidden Markov Model

Journal of Forecasting

Volumn 19, Issue 2, 2000, Pages 81-102

  Gregoir, Stéphane ^a,b,c,d   Lenglart, Fabrice ^a,b,e,f  

^a Institut National de la Statistique et des etudes economiques   (France)

^b CREST   (France)

^c Macroeconomics Laboratory

^d National Institute of Statistics   (Cambodia)

^e CREST INSEE's Department of Research   (France)

^f Dept of Short term Economic Anal ^*  (France)

Author keywords

Business cycle; Business survey; Hidden Markov Model; Turning point

Indexed keywords

EID: 2342571381     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-131x(200003)19:2<81::aid-for734>3.0.co;2-l     Document Type: Article

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