Construction of leading economic index for recession prediction using vine copulas
Kajal Lahiri and Liu Yang
| Year of publication: |
2021
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|---|---|
| Authors: | Lahiri, Kajal ; Yang, Liu |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 4, p. 193-212
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| Subject: | block bootstrap | leading economic index | receiver operating characteristic curve | vine copula | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Wirtschaftsindikator | Economic indicator | Frühindikator | Leading indicator |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012657686