Structural break threshold VARs for predicting US recessions using the spread
Ana Beatriz C. Galvão
| Year of publication: |
2006
|
|---|---|
| Authors: | Galvão, Ana Beatriz C. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 21.2006, 4, p. 463-487
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| Subject: | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | VAR-Modell | VAR model | USA | United States | 1953-2003 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338656