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20-057/VI - Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model

  • Authors
    Bram van Os, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam
  • Publication date
    September 15, 2020
  • Keywords
    Business cycles, generalized autoregressive score models, time-varying transition probabilities, turning points
  • JEL
    E32, C32
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