T. Adrian, N. Boyarchenko, and D. Giannone, Vulnerable growth, American Economic Review, vol.109, issue.4, pp.1263-1289, 2019.

Z. An, J. T. Jalles, and P. Loungani, How well do economists forecast recessions?, 2018.

J. Antolin-diaz, T. Drechsel, and I. Petrella, Tracking the slowdown in long-run GDP growth, The Review of Economics and Statistics, vol.99, issue.2, pp.343-356, 2017.

J. Bai and P. Wang, Conditional Markov chain and its application in economic time series analysis, Journal of Applied Econometrics, vol.26, pp.715-734, 2011.

L. Bauwens and J. V. Rombouts, On marginal likelihood computation in change-point models, Computational Statistics and data Analysis, vol.56, pp.3415-3429, 2012.

A. F. Burns and W. C. Mitchell, Measuring business cycles, 1946.

M. Camacho, G. Perez-quiros, and P. Poncela, Markov-switching dynamic factor models in real time, International Journal of Forecasting, vol.34, pp.598-611, 2018.

M. Camacho, G. Perez-quiros, and P. Poncela, Green shoots and double dips in the Euro area: A real-time measure, International Journal of Forecasting, vol.30, pp.520-535, 2014.

J. C. Chan and A. L. Grant, Fast computation of the deviance information criterion for latent variable models, Computational Statistics and Data Analysis, vol.100, pp.847-859, 2016.

A. Charles, O. Darné, and L. Ferrara, Does the Great Recession imply the end of the Great Moderation? International evidence, Economic Inquiry, vol.56, issue.2, pp.745-760, 2018.
URL : https://hal.archives-ouvertes.fr/hal-00952951

M. Chauvet, Z. Senyuz, and E. Yoldas, What does financial volatility tell us about macroeconomic fluctuations?, Journal of Economic Dynamics and Control, vol.52, pp.340-360, 2015.

M. Chauvet and Y. Su, Nonstationarities and Markov switching models, Recent Advances in Estimating Nonlinear Models With Applications in Economics and Finance, 2014.

M. Chauvet and S. Potter, Forecasting output, Handbook of Economic Forecasting, vol.3, pp.141-194, 2013.