[R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points
Thomas Etheber
etheber at gmx.de
Tue Jan 12 19:39:12 CET 2010
Dear Users,
may I ask the same question as Pierre in the r-help
(http://tolstoy.newcastle.edu.au/R/help/05/05/4753.html) group a few
years later...
>>>
Does anyone of you know if someone has programmed the Bry & Boschan
routines in R? It's also known as the NBER method for identifying
economic cycles peaks and troughs. Or do you know any method in R for
indentifying peaks and troughs for times series.
<<<
I already asked google without success.
Regards,
Thomas
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