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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, turning points, Markov-Switching, time-varying transition probabilities, generalized autoregressive score model
  • JEL
    E32, C32