The RATS Software Forum

Hi there, Just wondering if there are any rats codes that calculate the bry-boschan algorithm but for deviation cycles (eg kalman filter, band-pass, etc.) instead of the usual classical cycle. Artis, Michael J., Massimiliano Marcellino and Tommaso Proietti (2003), “Dating the Euro Area Business Cycl...

Hi there, I was wondering if anybody knows the codes to get the variance-covariance matrix associated to the transition probabilities, just as in Altavilla (2004), "Do EMU members share the same Business Cycle?", JCMS Vol. 42,Number 5, pp 869-896 who used RATS codes to perform Markov switc...