Business cycle dating algorithm

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EViews: Dissecting the business cycle and the BBQ add-in

More about this item Keywords business cycles ; turning points ; dating algorithm ; Stata ; All these keywords. Statistics Access and download statistics Corrections All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s See general information about how to correct material in RePEc.

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Business cycle measurement using a dynamic factor model with duration-dependent transitions

Business Cycle - Part One". Clusters of turning points signal a turning point in the broader U. For example, in the recession, almost every series was simultaneously in contraction, producing a vertical red stripe in the plot. Notes: This chart plots the cross-section and time series of turning points in a monthly data set of U.