• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Summer School
      • Inequalities in Health and Healthcare
      • Research on Productivity, Trade, and Growth
      • Behavioral Macro and Complexity
      • Business Data Science Summer School Program
    • Events Archive
  • Summer School
    • Inequalities in Health and Healthcare
    • Research on Productivity, Trade, and Growth
    • Behavioral Macro and Complexity
  • Alumni
  • Times

20-057/VI - Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model


  • Authors
    Bram van Os, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam
  • Publication date
    September 15, 2020
  • Keywords
    Business cycles, generalized autoregressive score models, time-varying transition probabilities, turning points
  • JEL
    E32, C32