Bry Boschan Routine

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Bry Boschan Routine

Postby sam2K » Sun Apr 26, 2009 6:25 am

Hi everyone, I'm trying to create a leading indicator and I need the Bry Boschan Routine, this NBER method is for identifying economic cycles peaks and troughs and his turning points. have someone the algorithm for this?


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Re: Bry Boschan Routine

Postby fmramos » Wed Apr 29, 2009 11:17 am

I have the same kind of interest. Usually I use OxMetrics/MSVAR by Krolzig to have peaks/throughs from markov-swichting regimes. I'd like to have a non-parametric one like B-B one. I know there's one routine in R, another in RATS or Gauss. I think its not so difficult to do, but I can't spend time now to create a .prg one. If u find something, could u tell us? I'll try to find it too. Fabio.

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Re: Bry Boschan Routine

Postby berten » Thu Jan 20, 2011 10:01 pm

Did anyone find this out? I am looking for the same B-B process. Thank you!

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Re: Bry Boschan Routine

Postby EViews Gareth » Thu Jan 20, 2011 10:29 pm

There's no way to do it in EViews at the moment apart from writing your own program to do it. I have put it on the long term list of things for us to look into.
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Re: Bry Boschan Routine

Postby berten » Fri Jan 21, 2011 5:22 pm

Thanks for your reply. Does anyone have an algorithm that they can share with me? I would appreciate it very much!

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Bry Boschan Routine

Postby startz » Fri Jan 21, 2011 6:12 pm

If it helps, it may be possible to call the R routine from EViews.

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Re: Bry Boschan Routine

Postby Layon » Sun Mar 20, 2011 1:36 pm

Hello there,

I don't know whether you have found a solution in the meantime but a simple way to proceed is to use Scilab. Scilab is pretty much the same as Matlab, but it's open source.
Once this is installed you shall install the Grocer toolbox
It's open source as well and it's quite a useful econometric toolbox for quite a lot of interests.
The Bry Boschan algorithm they coded seems to be fair enough.

Once again, considering it's been two years, you have probably found a solution but if you're still interested in leading series there's a simple non parametric test to determine whether a series is leading another one in case you don't know it.

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Re: Bry Boschan Routine

Postby dakila » Fri Dec 15, 2017 6:54 pm

It is done. Try the BBQ add-in.

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