Marcelle Chauvet
Biographic Data
| ID | 6103377 |
|---|---|
| NAME | Marcelle Chauvet |
| GIVEN NAMES | Marcelle |
| FAMILY NAME | Chauvet |
| SIGNATURE | CHAUVET M |
| AFFILIATIONS | University of California, Riverside |
| ORCID | 0000-0002-2548-5679 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 2 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2008 |
| LATEST PUBLICATION YEAR | 2016 |
| H-INDEX | 1 |
Mortgage default risk
A Comparison of the Real-Time Performance of Business Cycle Dating Methods
We evaluate the ability of formal rules to establish U.S. business cycle turning point dates in real time. We consider two approaches, a nonparametric algorithm and a parametric Markov-switching dynamic-factor model. Using a new “real-time ” dataset of coincident monthly variables, we find that both approaches would have accurately identified the NBER business cycle chronology had they been in use over the past 30 years, with the Markov-switching…
A Comparison of the Real-Time Performance of Business Cycle Dating Methods
We evaluate the ability of formal rules to establish U.S. business cycle turning point dates in real time. We consider two approaches, a nonparametric algorithm and a parametric Markov-switching dynamic-factor model. Using a new “real-time ” dataset of coincident monthly variables, we find that both approaches would have accurately identified the NBER business cycle chronology had they been in use over the past 30 years, with the Markov-switching…
Mortgage default risk
Computer Science (2 works) · Business (1 works) · Business cycle (1 works) · Credit risk (1 works) · Default Risk (1 works) · Dynamic factor (1 works) · Econometrics (1 works) · Economics (1 works) · Finance (1 works) · Finance (1 works)