Paul W Simpson
Biographic Data
| ID | 5739151 |
|---|---|
| NAME | Paul W Simpson |
| GIVEN NAMES | Paul W |
| FAMILY NAME | Simpson |
| SIGNATURE | SIMPSON P W |
| AFFILIATIONS | University of Manchester |
| VERIFIED | No |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1999 |
| LATEST PUBLICATION YEAR | 2001 |
| H-INDEX | 0 |
Modelling Business Cycle Movements in the UK Economy
This paper models the phases of the UK business cycle using GDP data with a time‐varying transition probabilities (TVTP) Markov‐switching regime model and exogenous leading indicator variables. Single indicators in linear models are compared with the TVTP framework, with logistic and exponential functions used in the latter. The Markov‐switching models capture the major recessions of the sample, but the use of leading indicators through the TVTP …
Predicting U.S. Business-Cycle Regimes
This article examines the use of logistic classification methods for the identification and prediction of postwar U.S. business-cycle expansion and contraction regimes as defined by the National Bureau of Economic Research (NBER) reference turning-point dates. We present a coherent theoretical framework for this task using measures of discriminatory information. The analysis encompasses model selection, parameter estimation, and classification de…
No prominent works on this page.
Predicting U.S. Business-Cycle Regimes
This article examines the use of logistic classification methods for the identification and prediction of postwar U.S. business-cycle expansion and contraction regimes as defined by the National Bureau of Economic Research (NBER) reference turning-point dates. We present a coherent theoretical framework for this task using measures of discriminatory information. The analysis encompasses model selection, parameter estimation, and classification de…
Modelling Business Cycle Movements in the UK Economy
This paper models the phases of the UK business cycle using GDP data with a time‐varying transition probabilities (TVTP) Markov‐switching regime model and exogenous leading indicator variables. Single indicators in linear models are compared with the TVTP framework, with logistic and exponential functions used in the latter. The Markov‐switching models capture the major recessions of the sample, but the use of leading indicators through the TVTP …
Business cycle (2 works) · Economic Theory and Policy (2 works) · Economics (2 works) · Monetary Policy and Economic Impact (2 works) · Artificial Intelligence (1 works) · Artificial Intelligence (1 works) · Business (1 works) · Business administration (1 works) · Computer Science (1 works) · Econometrics (1 works)