Post by victorgrant on Mar 12, 2018 1:43:33 GMT -9
Hi,
This is a program and data file for (somewhat) replicating the time-varying Hamilton-type switching model from Filardo(1994), "Business Cycle Phases and Their Transitional Dynamics", JBES, vol 12, no 3, 299-308. This uses a reproduction of the data set provided by Kim and Nelson---the data from the JBES web site seems not to provide the published results.
For more details
Product Video Pricing
This is a program and data file for (somewhat) replicating the time-varying Hamilton-type switching model from Filardo(1994), "Business Cycle Phases and Their Transitional Dynamics", JBES, vol 12, no 3, 299-308. This uses a reproduction of the data set provided by Kim and Nelson---the data from the JBES web site seems not to provide the published results.
For more details
Product Video Pricing