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.

United Kingdom, Production & Business Activity, Statistical Data Included, Industrial productivity

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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.

Forecasting, Analysis, United States economic conditions

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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.

United States, Business, Measurement, Economics

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