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dc.contributor.authorEleuch, Hichem
dc.contributor.authorI. Medhioub
dc.date.accessioned2018-04-11T13:59:13Z
dc.date.available2018-04-11T13:59:13Z
dc.date.issued2013-03-01
dc.identifier.urihttps://dspace.adu.ac.ae/handle/1/1247
dc.descriptionMedhioub, I., & Eleuch, H. (2013). Correlation Function and Business Cycle Turning Points: A Comparison with Markov Switching Approach. Applied Mathematics & Information Sciences, 7(2), 449.en_US
dc.description.abstractWe present a new technical approach based on the autocorrelation function, widely used in physics, to determine and to analyze the business cycle turning points of an economic activity. This method is adapted to stochastic processes and does not require a smoothing technique. The application of this method to the industrial production seasonally adjusted of Tunisia, for the period 1994:4 –2006:8 gives similar results to these obtained by two-state Markov switching model.en_US
dc.language.isoen_USen_US
dc.publisherNatural Sciences Publishing Coen_US
dc.subjectBusinessen_US
dc.subjectTurning pointsen_US
dc.subjectMarkov switching modelsen_US
dc.subjectCorrelation Functionen_US
dc.titleCorrelation Function and Business Cycle Turning Points: A Comparison with Markov Switching Approachen_US
dc.typeArticleen_US
dc.identifier.doihttps://doi.org/10.12785/amis/070204


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