Measuring and predicting heterogeneous recessions

DOI10.1016/j.jedc.2013.06.004zbMath1402.91580OpenAlexW2113128052MaRDI QIDQ1994151

Richard Paap, Cem Çakmaklı, Dick van Dijk

Publication date: 1 November 2018

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://papers.tinbergen.nl/11154.pdf

zbMATH Keywords

Bayesian analysisbusiness cycleregime-switching modelsphase shiftsfinancial accelerator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)

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