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Macroeconomics, nonlinearities, and the business cycle

Reif, Magnus - 2019

Persistent link: https://www.econbiz.de/10012134188

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; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850

Persistent link: https://www.econbiz.de/10012496873

Quantiles of growth : household debt and growth vulnerabilities in Finland

Nyholm, Juho; Voutilainen, Ville - 2021

significantly negative to zero, depending on the estimation sample and especially if the Finnish Great Depression of early 1990's is …

Persistent link: https://www.econbiz.de/10012521030

The impact of inflation on economic gowth

Kryeziu, Nexhat; Durguti, Esat Ali - In: International journal of finance & banking studies : JJFBS 8 (2019) 1, pp. 1-9

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Forecasting GDP growth of Brunei Darussalam using factor models

Koh, Wee Chian - In: Malaysian journal of economic studies 52 (2015) 2, pp. 187-203

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Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2019

We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent expansions, normal recessions and severe recessions. We show...

Persistent link: https://www.econbiz.de/10012098161