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HomeA comparative assessment of parametric and non parametric turning points detection methods
The case of the Euro-zone economy
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The development of new modern tools, especially regarding the non-linear modelling, has allowed in the last decade a renewed interest on the empirical cyclical analysis and especially on de-trending techniques and cyclical turning point identification. The literature on this issue is gaining momentum. But there is a challenge ahead of us to disseminate those new tools among potential users and at the same time, to make them sufficiently transparent and understandable. This paper is a point of view of practitioners, halfway between academic and official public research and private users in the business community3. Its aim is to present some point of views on the question of detecting and dating the global economic cycle and having some tentative comparisons on the main available methods used today. A comparative assessment on parametric and non parametric methods for dating the Euro-zone cycle will be presented.
- Published:
- Corporate author(s): Eurostat (European Commission)
- Personal author(s): Anas, J ; Ferrara, L
- Themes: Economy — Finance
- Subject: economic cycle , economic growth , euro area , macroeconomics
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| ISSN 1725-0595 | ISBN 92-894-5338-9 | DOI | Catalogue number KS-AN-03-010-EN-N |
- Released on EU Publications:
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