DFM_2s.gau
Creators:
Maximo Camacho
;
Gabriel Perez-Quiros
;
Pilar Poncela
From the dataset abstract
We develop a twofold analysis of how the information provided by several economic indicators can be used in Markov switching dynamic factor models to identify the business cycle turning...
Source: Extracting Nonlinear Signals from Several Economic Indicators (replication data)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | gau |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/fde5480a-6304-4623-8ba5-e48fd3a3af4f/resource/001a8c3e-449a-4abd-b26c-b100e2ebcb75/download/dfm_2s.gau |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
