the most relevant recent developments in this field of economic forecasting. To begin with, we analyze the problem of … resulting leading indicator based forecasts, and review the recent literature on the forecasting performance of leading …

horizons up to 19 months. Whether the economy is currently in recession or not is also useful for forecasting recessions. These …This paper studies the predictive power for recessions of the slope of the Swiss term structure using monthly data for … 1974-2017. Dynamic probit models indicate that the term structure contains information useful for predicting recessions for …

story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which … only detect the turning point of the Austrian business cycle early in 2008 but they also succeeded in forecasting the …

activity and price inflation, leading us to use it in forecasting Singapores business cycles. We find that the forecasts …

activity and price inflation, leading us to use it in forecasting Singapore’s business cycles. We find that the forecasts …

comprehensive real-time forecasting exercise for recessions in the US. Moreover, we propose a novel smooth transition modelling …

. - Recessions ; forecasting ; probit ; VAR … short-term interest rate, stock returns or corporate bond spreads. The forecasting performance is very good for the United …-post classification of recessions and non-recessions 95% of the time for the one-quarter forecast horizon and 87% of the time for the four …

short-term interest rate, stock returns or corporate bond spreads. The forecasting performance is very good for the United …-post classification of recessions and non-recessions 95% of the time for the one-quarter forecast horizon and 87% of the time for the four …

analytically and using a real-life empirical example of yield spread as a predictor of recessions. We show that false alarm rate in … quantify the extent to which ROC could be exaggerating the true predictive value of the yield curve in predicting recessions. …