Dynamic forecasts of qualitative variables : a qual VAR model of US recessions
Year of publication: |
2005
|
---|---|
Authors: | Dueker, Michael |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 23.2005, 1, p. 96-104
|
Subject: | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Konjunktur | Business cycle | USA | United States |
-
Explaining yield curve dynamics
Nikitina, Olena, (2015)
-
Inspecting short- and long-term inflation expectations
Nikitina, Olena, (2015)
-
On business cycle fluctuations in USA macroeconomic time series
Kiani, Khurshid M., (2016)
- More ...
-
Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael, (2003)
-
Forecasting macro variables with a Qual VAR business cycle turning point index
Dueker, Michael, (2010)
-
The Mechanics of a successful Exchange-Rate Peg: Lessons from Emerging Markets
Dueker, Michael, (2001)
- More ...