Abstract
This chapter is focused on the dating of the classical business cycle. It develops the relevant methodology, explains the regime switching models, presents the estimation technics and the associated tests, and finally offers applications to the dating of the French cycle and a Markov-switching model to the South African economy.
This chapter has benefited from a significant contribution by Zohra Rabah.
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Aimar, T., Bismans, F., Diebolt, C. (2016). Dating. In: Business Cycles in the Run of History. SpringerBriefs in Economics. Springer, Cham. https://doi.org/10.1007/978-3-319-24325-2_4
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