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Detection of turning points in business cycles
(University of Gothenburg, 2002-06-01)
Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next turn by an alarm for a turn in a leading index. Three likelihood based methods for turning point ...
Some statistical aspects on methods for detection of turning points in business cycles
(University of Gothenburg, 2002-07-01)
Statistical and practical aspects on methods for on-line turning point detection in business cycles are discussed. When a method is used on a real data set, there are a number of special data problems to be considered. ...
Statistical surveillance of cyclical processes with application to turns in business cycles
(University of Gothenburg, 2002-08-01)
On-line monitoring of cyclical processes is studied. An important application is early prediction of the next turn in business cycles by an alarm for a turn in a leading index. Three likelihood based methods for detection ...