Similar Search Results

Forecasting US economic growth in downturns using cross-country data

Lyu, Yifei; Nie, Jun; Yang, Shu-Kuei X. - In: Economics letters 198 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012605756

Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate

Nonejad, Nima - In: Economics letters 186 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012503762

No pain, no gain : you should always incorporate trading costs for a bias-free evaluation of trading rule overperformance

Anghel, Dan Gabriel - In: Economics letters 216 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013448360

Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Cepni, Oguzhan; Christou, Christina; Gupta, Rangan - In: Economics letters 227 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014335747

Early Warning Systems : A Survey and a Regime-Switching Approach

Abiad, Abdul - 2003

Previous early-warning systems (EWSs) for currency crises have relied on models that require a priori dating of crises. This paper proposes an alternative EWS, based on a Markov-switching model, which identifies and characterizes crisis periods endogenously; this also allows the model to utilize...