Browsing Research Report by Subject "Bayes"

Now showing items 1-2 of 2

    • Detection of turning points in business cycles 

      Andersson, Eva; Bock, David; Frisén, Marianne (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 ...

    • Likelihood based methods for detection of turning points in business cycles - A comparative study 

      Andersson, Eva; Bock, David; Frisén, Marianne (University of Gothenburg, 2001-05-01)
      Methods for on-line monitoring of business cycles are compared with respect to the ability of early prediction of the next tum by an alarm for a tum in a leading index. Three likelihood-based methods for turning point ...