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Some statistical aspects of methods for detection of turning points in business cycles

✍ Scribed by Andersson, E.; Bock, D.; Frisén, M.

Book ID
120946754
Publisher
Taylor and Francis Group
Year
2006
Tongue
English
Weight
227 KB
Volume
33
Category
Article
ISSN
0266-4763

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A Bayesian statistical method to detect turning points in the leading composite index is introduced. Under the assumption of causal priority of the leading composite index to the business cycle, the turning points in business cycles are predicted by detection of them in the index. The underlying pro