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SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm

Philippe Bracke

Statistical Software Components from Boston College Department of Economics

Abstract: sbbq identifies potential turning points as the local minima and maxima in the series. Candidate points must then satisfy two conditions: phases are at least 'p' quarters long, and complete cycles are at least 'c quarters long---where 'p' and 'c' are chosen parameters. This "BBQ" algorithm was proposed by Harding and Pagan (2002) as a quarterly ("Q") implementation of the original Bry and Boschan (1971) ("BB") monthly algorithm.

Language: Stata
Requires: Stata version 9.2
Keywords: business cycles; turning points; dating algorithm (search for similar items in EconPapers)
Date: 2011-06-17, Revised 2012-01-17
Note: This module should be installed from within Stata by typing "ssc install sbbq". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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