[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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