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Markov-switching dynamic factor models in real time

  • Published:2018-10 Issue:4 Volume:34 Page:598-611
  • ISSN:0169-2070
  • Container-title:International Journal of Forecasting
  • language:en
  • Short-container-title:International Journal of Forecasting

Author:

Camacho Maximo,Perez-Quiros Gabriel,Poncela Pilar

Funder

Spanish government

Groups of Excellence, Fundación Séneca, and Science and Technology Agency

Publisher

Elsevier BV

Subject

Business and International Management

Reference24 articles.

1. Real-time measurement of business conditions;Aruoba;Journal of Business & Economic Statistics,2009

2. Dynamic factor models: a review of the literature;Barhoumi;Journal of Business Cycle Measurement and Analysis,2014

3. The classification of economic activity into expansions and recessions;Berje;American Economic Journal: Macroeconomics,2011

4. Measuring business cycles;Burns,1946

5. Jump-and-rest effect of U.S. business cycles;Camacho;Studies in Nonlinear Dynamics & Econometrics,2007

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