DATING BUSINESS CYCLES IN LITHUANIA BY SIMPLE UNIVARIATE METHODS
In this paper, we use three basic univariate techniques, namely, BBQ algorithm, time series filtering, and Markov-switching models, to date and characterize Lithuanian business cycles from 1995 to 2010. We find that economic growth in Lithuania was relatively balanced after the Russian Crisis until...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2011-01-01
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| Series: | Ekonomika |
| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/950 |