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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?

Thanks!!

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.

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

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.

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

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

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.
http://www.scilab.org/en
Once this is installed you shall install the Grocer toolbox http://dubois.ensae.net/grocer.html
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.

It is done. Try the BBQ add-in.