Dating Business Cycle Turning Points

By Marcelle Chauvet, James D. Hamilton. 2005

214 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/538f5c3a5f64b38e38fa3a5641c4f2f034bc6c28

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In Economics and Econometrics

1. Travis J. Berge
2. Ò. Jordà
3. M. Schularick
4. Massimiliano Marcellino
5. Alan M. Taylor
6. Eric T. Swanson
7. Y. Gorodnichenko
8. Mathias Drehmann

Citations in the corpus

• Evaluating the Classification of Economic Activity into Recessions and Expansions (2011, background): “Chauvet-Hamilton Index 1967:11 - 2009:2 Chauvet and Hamilton (2005) Chauvet-Piger Index 1967:2 - 2009:9 Chauvet and Piger (2008) Aruba Diebold Scotti Index 1960:2 - 2009:10 Federal Reserve Bank of Philadelphia Chicago Fed National Activity In- dex 1967:3 - 2009:10 Federal Reserve Bank of…”
• The Brevity and Violence of Contractions and Expansions (2008, unknown): “…by 3 consecutive quarters of increases and followed by 2 consecutive quarters of decreases (and the reverse for troughs); and a " Markov regime-switching " method that, following Chauvet and Hamilton (2005), identi…es contractions and expansions as unobserved states that follow a Markov chain.”