Incorporating vintage differences and forecasts into Markov switching models

International Journal of Forecasting

Volumn 27, Issue 2, 2011, Pages 281-307

  Nalewaik, Jeremy J ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

Business cycles; Markov switching models; Real time data analysis; Recession probabilities

Indexed keywords

EID: 78650955197     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2010.05.017     Document Type: Article

References (22)

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