WATSONAER1994: RATS program to replicate Watson(1994)'s use of Bry-Boschan business cycle dating algorithm

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Examples of use of the Bry-Boschan business cycle dating algorithm. From Mark Watson(1994), "Business Cycle Durations and Postwar Stabilization of the U.S. Economy", American Economic Review, vol 84, no 1, 24-46. Watson's paper applies this to monthly data. This also includes an example applying it (or more accurately the Harding-Pagan variant) to the same data at a quarterly frequency.

Language: RATS
Requires: RATS 9.00
Keywords: Business; cycles (search for similar items in EconPapers)
Date: 2025-12-29
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https://estima.com/procedures/watsonaer1994.zip (application/zip)

Related works:
Journal Article: Business-Cycle Durations and Postwar Stabilization of the U.S. Economy (1994)
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