Anticipating business-cycle turning points in real time using density forecasts from a VAR
Year of publication: |
March 2016
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Authors: | Schreiber, Sven ; Soldatenkova, Natalia |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 47.2016, part B, p. 166-187
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Subject: | Density forecasts | Business-cycle turning points | Real-time data | Nowcasting | Bootstrap | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Statistische Verteilung | Statistical distribution | Konjunktur | Business cycle | Schätzung | Estimation | VAR-Modell | VAR model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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