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Business Cycle Analysis with Multivariate Markov Switching Models. (2007). Lo Duca, Marco ; Ferrara, Laurent ; Billio, Monica ; Anas, Jacques .
In: Working Papers.
RePEc:ven:wpaper:2007_32.

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Citations received by this document

  1. Regime-Switching Determinants of Mutual Fund Performance in South Africa. (2021). Apau, Richard ; Moores-Pitt, Peter ; Muzindutsi, Paul-Francois.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:4:p:161-:d:662523.

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  2. Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna.
    In: Working Papers.
    RePEc:ven:wpaper:2017:24.

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  3. Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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  4. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo.
    In: Working Papers.
    RePEc:bde:wpaper:1726.

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  5. Forecasting GDP growth using mixed-frequency models with switching regimes. (2015). Barsoum, Fady ; Stankiewicz, Sandra .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:1:p:33-50.

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  6. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2014). Leiva-Leon, Danilo.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-38.

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  7. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2013). Leiva-Leon, Danilo.
    In: MPRA Paper.
    RePEc:pra:mprapa:54452.

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  8. Forecasting GDP Growth Using Mixed-Frequency Models With Switching Regimes. (2013). Barsoum, Fady ; Stankiewicz, Sandra .
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1310.

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  9. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:ven:wpaper:2012_15.

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  10. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412.

    Full description at Econpapers || Download paper

  11. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area. (2009). Billio, Monica ; Guegan, Dominique ; Ferrara, Laurent ; Mazzi, Gian Luigi .
    In: Post-Print.
    RePEc:hal:journl:halshs-00423890.

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  12. Identifying Business Cycle Turning Points with Sequential Monte Carlo Methods. (2008). Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:ubs:wpaper:0815.

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  13. Volatility spillovers, interdependence and comovements: A Markov Switching approach. (2008). Otranto, Edoardo ; Gallo, Giampiero.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:52:y:2008:i:6:p:3011-3026.

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References

References cited by this document

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Dating business cycles in France: A reference chronology.. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique ; Aviat, Antonin.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2021-33.

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  2. Measuring the Business Cycle Chronology with a Novel Business Cycle Indicator for Germany. (2021). Mayer, Thomas ; Gehringer, Agnieszka.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:17:y:2021:i:1:d:10.1007_s41549-021-00054-6.

    Full description at Econpapers || Download paper

  3. Dating business cycles in France: a reference chronology. (2021). DIEBOLT, Claude ; Aviat, Antonin ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Bec, Frederique.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03373425.

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  4. Dating business cycles in France:A reference chronology. (2021). DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Mignon, Valerie ; Heyer, Eric ; Ferrara, Laurent ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2021-15.

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  5. Dating business cycles in France: A reference chronology. (2021). Mignon, Valérie ; Ferrara, Laurent ; DIEBOLT, Claude ; Bec, Frédérique ; Pionnier, Pierre-Alain ; Heyer, Eric ; Ferrand, Denis ; Doz, Catherine ; Aviat, Antonin.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2021-23.

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  6. Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin.
    In: Working Papers.
    RePEc:afc:wpaper:08-21.

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  7. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Petronevich, Anna ; Doz, Catherine.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:15009.

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  8. Identifying and characterizing business and acceleration cycles of French jobseekers Identifying and characterizing business and acceleration cycles of French jobseekers. (2015). Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Working Papers.
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  9. A new monthly chronology of the US industrial cycles in the prewar economy. (2015). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; Charles, Amelie.
    In: Post-Print.
    RePEc:hal:journl:hal-01146800.

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  10. A new monthly chronology of the US industrial cycles in the prewar economy. (2015). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; Charles, Amelie.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:17:y:2015:i:c:p:3-9.

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  11. Turning point chronology for the Euro-Zone: A Distance Plot Approach. (2013). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:13025.

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  12. Turning point chronology for the Euro-Zone: A Distance Plot Approach. (2013). Billio, Monica ; Addo, Peter Martey ; Guegan, Dominique.
    In: Post-Print.
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  13. Turning point chronology for the Euro-Zone: A Distance Plot Approach. (2013). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  14. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: Working Papers.
    RePEc:ven:wpaper:2012_15.

    Full description at Econpapers || Download paper

  15. A new monthly chronology of the US industrial cycles in the prewar economy. (2012). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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  16. Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica.
    In: The Quarterly Review of Economics and Finance.
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  17. Macro-financial linkages and business cycles: A factor-augmented probit approach. (2012). Ferrara, Laurent ; Bellego, C..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:5:p:1793-1797.

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  18. Allocation des talents et accumulation de capital humain en France à la fin du XIXe siècle.. (2012). le Chapelain, Charlotte .
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  19. A new monthly chronology of the US industrial cycles in the prewar economy.. (2012). Ferrara, Laurent ; DIEBOLT, Claude ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
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  20. A new monthly chronology of the US industrial cycles in the prewar economy. (2011). Ferrara, Laurent ; Diebolt, Claude ; Darne, Olivier ; Charles, Amelie.
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  22. A factor-augmented probit model for business cycle analysis. (2010). Ferrara, Laurent ; Bellego, Christophe.
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  23. Un indicateur probabiliste du cycle d’accélération pour l’économie française. (2009). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier ; Adanero-Donderis, Marie .
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  25. Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area. (2009). Billio, Monica ; Guegan, Dominique ; Ferrara, Laurent ; Mazzi, Gian Luigi .
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  26. Identification of slowdowns and accelerations for the euro area economy. (2009). Ferrara, Laurent ; Darné, Olivier ; Darne, Olivier.
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  27. Cyclical relationships between GDP and housing market in France: Facts and factors at play.. (2009). VIGNA, Olivier ; Ferrara, Laurent.
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  28. Forecasting Euro-area recessions using time-varying binary response models for financial.. (2009). Ferrara, Laurent ; Bellego, C..
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  29. Identification of slowdowns and accelerations for the euro area economy.. (2009). Ferrara, Laurent ; Darné, Olivier.
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  30. The contribution of cyclical turning point indicators to business cycle analysis.. (2008). Ferrara, Laurent.
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  31. Business Cycle Analysis with Multivariate Markov Switching Models. (2007). Lo Duca, Marco ; Ferrara, Laurent ; Billio, Monica ; Anas, Jacques .
    In: Working Papers.
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    Full description at Econpapers || Download paper

  32. Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI. (2007). Caporin, Massimiliano ; Cazzavillan, Guido ; Billio, Monica.
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  33. Real-time detection of the business cycle using SETAR models. (2006). Guegan, Dominique ; Ferrara, Laurent.
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