Signaling NBER turning points: a sequential approach

DOI10.1080/02664763.2012.748017OpenAlexW1969245561MaRDI QIDQ5128925

Jens Hogrefe, Vasyl Golosnoy

Publication date: 26 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2012.748017

zbMATH Keywords

CUSUMmultivariate control chartssequential monitoringearly signalsNBER business cycle

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Predicting recessions using trends in the yield spread ⋮ Control charts for measurement error models ⋮ Estimating the turning point location in shifted exponential model of time series

Cites Work

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