Predicting Recessions; A New Approach for Identifying Leading Indicators and Forecast Combinations
Year of publication: |
2011-10-01
|
---|---|
Authors: | Kisinbay, Turgut ; Baba, Chikako |
Institutions: | International Monetary Fund (IMF) |
Subject: | Economic forecasting | Economic indicators | Economic recession | Forecasting models | forecasting | recessions | probability | significance level | significance levels | recession | econometrics | time series | linear regression | logarithm | statistics | parameter estimation | factor analysis | outliers | normal distribution | equation | probabilities | simultaneous equation | surveys | calibration | independent variable | multiple comparisons | statistic | number of variables | finite sample | dummy variable | bayesian information criterion | correlation | correlations | statistical methods |
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