Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Kai Carstensen, Markus Heinrich, Magnus Reif, Maik H. Wolters
| Year of publication: |
2020
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|---|---|
| Authors: | Carstensen, Kai ; Heinrich, Markus ; Reif, Magnus ; Wolters, Maik H. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 3, p. 829-850
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| Subject: | Markov-switching dynamic factor model | Great Recession | Turning points | GDP nowcasting | GDP forecasting | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | Deutschland | Germany | Nationaleinkommen | National income | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Markov-Kette | Markov chain | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1327-1328 |
| Other identifiers: | 10.1016/j.ijforecast.2019.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012496873