SBBQ: Stata module to implement the Harding and Pagan (2002) business cycle dating algorithm
Statistical Software Components from Boston College Department of Economics
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.
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 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/s/sbbq.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/s/sbbq.hlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457288
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