Dating

Thierry Aimar (), Francis Bismans and Claude Diebolt
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Thierry Aimar: Université de Lorraine

Chapter Chapter 4 in Business Cycles in the Run of History, 2016, pp 51-67 from Springer

Abstract: Abstract This chapter is focused on the dating of the classical business cycle. It develops the relevant methodology, explains the regime switching models, presents the estimation technics and the associated tests, and finally offers applications to the dating of the French cycle and a Markov-switching model to the South African economy.

Keywords: Business cycles; Dating; Econometrics; France; Markov-switching; Methodology; South Africa; Time series analysis (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spbchp:978-3-319-24325-2_4

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DOI: 10.1007/978-3-319-24325-2_4

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