摘要 : This work estimates Markov switching models on real-time data and shows that the growth rate of gross domestic income (GDI), deflated by the gross domestic product (GDP) deflator, has done a better job recognizing the start of rec... 展开
作者 | JEREMY J. NALEWAIK |
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作者单位 | |
期刊名称 | 《Journal of money, credit and banking》 |
页码/总页数 | p.235-253 / 19 |
语种 | 英语 |
关键词 | business cycles recession probabilities markov switching models real-time data analysis |
馆藏号 | F-174 |