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