Dating the French Business Cycle : a Probabilistic Reading This article uses a «Markov-switching» model to date the French cycle. It reproduces in fine a satisfying periodicity which detects effectively the recessions of the French economy. Furthermore, the chronology derived by the model corresponds closely to the dates of recessions as established by «Bry-Boshan».
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Damette et al. (2010) studied this question.
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