Measuring Chinese business cycles with dynamic factor models

Journal of Asian Economics

Volumn 20, Issue 2, 2009, Pages 89-97

  Wang, Jin ming ^a   Gao, Tie mei ^b   McNown, Robert ^c  

^a JILIN UNIVERSITY   (China)

^b DONGBEI UNIVERSITY OF FINANCE AND ECONOMICS   (China)

^c UNIVERSITY OF COLORADO   (United States)

Author keywords

Business cycles; Composite coincident index; Dynamic factor model; Markov switching model; State space model

Indexed keywords

EID: 61849122409     PISSN: 10490078     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asieco.2008.10.003     Document Type: Article

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