29. Probabilistic Detection of Turning Points in Monthly Business Activity

  1. Brenda G. Cox4,
  2. David A. Binder5,
  3. B. Nanjamma Chinnappa5,
  4. Anders Christianson6,
  5. Michael J. Colledge7 and
  6. Phillip S. Kott8
  1. Danny Pfeffermann1,
  2. Tzen-Ping Liu2 and
  3. François Ben-Zur3

Published Online: 17 OCT 2011

DOI: 10.1002/9781118150504.ch29

Business Survey Methods

Business Survey Methods

How to Cite

Pfeffermann, D., Liu, T.-P. and Ben-Zur, F. (1995) Probabilistic Detection of Turning Points in Monthly Business Activity, in Business Survey Methods (eds B. G. Cox, D. A. Binder, B. N. Chinnappa, A. Christianson, M. J. Colledge and P. S. Kott), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118150504.ch29

Editor Information

  1. 4

    Mathematica Policy Research, Inc.

  2. 5

    Statistics Canada

  3. 6

    Statistics Sweden

  4. 7

    Australian Bureau of Statistics

  5. 8

    U. S. National Agricultural Statistics Service

Author Information

  1. 1

    Hebrew University

  2. 2

    Statistics Canada

  3. 3

    Bank of Israel

Publication History

  1. Published Online: 17 OCT 2011
  2. Published Print: 16 FEB 1995

ISBN Information

Print ISBN: 9780471598527

Online ISBN: 9781118150504

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Keywords:

  • probabilistic detection;
  • monthly business activity;
  • turning point;
  • time series models;
  • population values

Summary

This chapter contains sections titled:

  • Data Sources and Study Objectives

  • Models Fitted to the Series

  • Model Estimation and Computation of Turning Points Probabilities

  • Empirical Results

  • Concluding Remarks