Forecasting UK industrial production over the business cycle
Article Abstract:
A three-linear specification provides better results than the Markov-switching models in forecasting production. The leading indicators of United Kingdom quarterly production are dividend yield, short-term interest rate, and surveyed balance of optimism.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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Analysis of the US business cycle with a Vector-Markov-switching model
Article Abstract:
A Vector-Markov-switching model is used to study the information from a variety of time series and determine the United States business cycle. Turning points within this cycle are identified.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2001
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Measuring the probability of a business cycle turning point by using a multivariate qualitative hidden Markov model
Article Abstract:
Research is presented that proposes a qualitative approach to measure the probability of being in a decelerating or accelerating phase of economic activity.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
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