Simultaneously modeling the volatility of the growth rate of real GDP and determining business cycle turning points: Evidence from the U.S., Canada and the UK

Author:

Chen Shyh-Wei

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference24 articles.

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3. A test for independence based on the correlation dimension;Brock;Econometric Rev.,1996

4. R.A. Buckle, D. Haugh, P. Thomson, Growth and volatility regime switching models for New Zealand GDP data, New Zealand Treasury Working Paper 02/08, 2002.

5. Scoring the leading indicator;Diebold;J. Bus.,1989

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