The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach
Year of publication: |
March 23, 2016
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Segnon, Mawuli |
Publisher: |
Kiel : Kiel Institute for the World Economy |
Subject: | Business cycles | economic policy uncertainty | mixed frequency | Markov-switching VAR models | VAR-Modell | VAR model | Konjunktur | Business cycle | USA | United States | Wirtschaftspolitik | Economic policy | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Frühindikator | Leading indicator | Wirkungsanalyse | Impact assessment | Risiko | Risk | Eurozone | Euro area | Geldpolitik | Monetary policy |
Extent: | 1 Online-Ressource (circa 13 Seiten) Illustrationen |
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Series: | Economics : the open-access, open-assessment e-journal. - Kiel : [Verlag nicht ermittelbar], ISSN 1867-8009, ZDB-ID 2324936-5. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/129778 [Handle] |
Classification: | E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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