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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle
Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2017
for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent …
Persistent link: https://www.econbiz.de/10011646914
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In search of leading indicators of economic activity in Germany
Bandholz, Harm; Funke, Michael - 2001
In this paper we present two new composite leading indicators of economicactivity in Germany estimated using a dynamic …
Persistent link: https://www.econbiz.de/10011400394
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In search of leading indicators of economic activity in Germany
Bandholz, Harm; Funke, Michael - 2001
In this paper we present two new composite leading indicators of economic activity in Germany estimated using a dynamic …
Persistent link: https://www.econbiz.de/10001623617
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In search of leading indicators of economic activity in Germany
Bandholz, Harm; Funke, Michael - In: Journal of forecasting 22 (2003) 4, pp. 277-297
Persistent link: https://www.econbiz.de/10001775826
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In Search of Leading Indicators of Economic Activity in Germany
Bandholz, Harm; Funke, Michael - 2021
In this paper we present two new composite leading indicators of economic activity in Germany estimated using a dynamic …
Persistent link: https://www.econbiz.de/10013320780
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791491
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A new approach to the evaluation and selection of leading indicators
Gottschling, Andrea; Trimbur, Thomas - In: European Monetary Union, emerging markets and …, (pp. 155-165). 2000
Persistent link: https://www.econbiz.de/10001549908
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Forecasting the German cyclical turning points : dynamic bi-factor model with Markov switching
Cholodilin, Konstantin Arkadʹevič - In: Jahrbücher für Nationalökonomie und Statistik 225 (2005) 6, pp. 653-674
Persistent link: https://www.econbiz.de/10003219791
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Markov switching with endogenous number of regimes and leading indicators in a real-time business cycle forecast : conference paper
Theobald, Thomas - 2013
This paper uses several macroeconomic and financial indicators within a Markov Switching (MS) framework to predict the turning points of the business cycle. The presented model is applied to monthly German real-time data covering the recession and the recovery after the financial crisis. We show...
Persistent link: https://www.econbiz.de/10010339952