A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics: report
This paper compares the dating of growth rate cycles obtained from a Markov switching approach with the reference chronologies based on Economic Indicator Analysis (EIA) given by the Economic Cycle Research Institute (ECRI), focusing on a set of developed and emerging economies. The developed countr...
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| Format: | Elektronisch Buchkapitel |
| Sprache: | Englisch |
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Paris
OECD Publishing
2016
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| Links: | https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp |
| Zusammenfassung: | This paper compares the dating of growth rate cycles obtained from a Markov switching approach with the reference chronologies based on Economic Indicator Analysis (EIA) given by the Economic Cycle Research Institute (ECRI), focusing on a set of developed and emerging economies. The developed countries include US, UK, Germany and Japan, which are compared with an emerging economy, India. Using a univariate Markov regime switching model we characterise growth rate cycle phenomena for these countries by identifying turning points and distinct economic regimes, employing data on the growth rate of the coincident index given by ECRI. |
| Umfang: | 1 Online-Ressource (27 Seiten) 21 x 28cm |
| DOI: | 10.1787/jbcma-2015-5jm22pfhmhlp |
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| spelling | Dua, Pami Verfasser aut A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report Pami Dua and Vineeta Sharma Paris OECD Publishing 2016 1 Online-Ressource (27 Seiten) 21 x 28cm txt rdacontent c rdamedia cr rdacarrier This paper compares the dating of growth rate cycles obtained from a Markov switching approach with the reference chronologies based on Economic Indicator Analysis (EIA) given by the Economic Cycle Research Institute (ECRI), focusing on a set of developed and emerging economies. The developed countries include US, UK, Germany and Japan, which are compared with an emerging economy, India. Using a univariate Markov regime switching model we characterise growth rate cycle phenomena for these countries by identifying turning points and distinct economic regimes, employing data on the growth rate of the coincident index given by ECRI. Economics Sharma, Vineeta ctb https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Dua, Pami A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report Economics |
| title | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report |
| title_auth | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report |
| title_exact_search | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report |
| title_full | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report Pami Dua and Vineeta Sharma |
| title_fullStr | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report Pami Dua and Vineeta Sharma |
| title_full_unstemmed | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics report Pami Dua and Vineeta Sharma |
| title_short | A comparison of economic indicator analysis and Markov switching methods concerning the cycle phase dynamics |
| title_sort | a comparison of economic indicator analysis and markov switching methods concerning the cycle phase dynamics report |
| title_sub | report |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/jbcma-2015-5jm22pfhmhlp |
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