Browsing Research Report by Subject "Business cycle"

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 ...

    • Turning point detection using non-parametric statistical surveillance 

      Andersson, Eva (University of Gothenburg, 2001-03-01)
      Turning point detection is important in many areas. One application is forecasting the time of the next tum in the business cycle, by detection of a tum in leading economic indicators. Another application is detection of ...