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Allan P. Layton
Information about the author Allan P. Layton will soon be added to the site.
Found
3 papers
in total
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Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
2001
Three non-linear model specifications are tested for their efficacy in dating and...
A further test of the influence of leading indicators on the probability of US business cycle phase shifts
1998
In earlier work Filardo used a variable transition probability Markov regime-switching...
Dating and predicting phase changes in the U.S. business cycle
1996
Hamilton’s quasi-Bayesian, Markovian, regime-switching model is applied to...
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