Title of article
A three-regime real-time indicator for the US economy
Author/Authors
Laurent Ferrara، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
6
From page
373
To page
378
Abstract
This note proposes a monthly real-time cyclical indicator for the US economy computed through a three-regime multivariate Markov-Switching model. The model specification is based on the reconciliation of the concepts of growth and business cycles.
Keywords
Multivariate Markov-Switching , Specification , Real-time indicator , Economic cycles
Journal title
Economics Letters
Serial Year
2003
Journal title
Economics Letters
Record number
435313
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