[R-SIG-Finance] Bry/Boschan routine for timing Business Cycle turning points

[Brian G. Peterson]

Thomas Etheber wrote:
> 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.

Take a look at Marc Wildi's work on Recessions and his 'dfa' package.

Cheers,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock