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Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching
Chang Jin Kim, Charles R. Nelson
Department of Economics
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Dive into the research topics of 'Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching'. Together they form a unique fingerprint.
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Business & Economics
Business Cycle Turning Point
Business Cycles
Duration Dependence
Dynamic Factor Model
Regime Switching
Approximation
Coincident Indicators
Gibbs Sampling
Regime Switches
Nonlinearity
Regime-switching Model
Maximum Likelihood Estimation
Comovement
Economic Variables
Inference
Methodology
Social Sciences
business cycle
regime
non-linear model
methodology
economics
evidence