analyze if the synthetic financial cycle components have significant forecasting power for the prediction of economic … recession forecasts significantly. In particular, the factor related to financial market participants’ uncertainty and risk …

analyze if the synthetic financial cycle components have significant forecasting power for the prediction of economic … recession forecasts significantly. In particular, the factor related to financial market participants' uncertainty and risk …

A series of standard and penalized logistic regression models is used for modeling and forecasting Great Recession and … COVID-19 recession in the US. These two recessions are scrutinized by taking a close look at the movement of five chosen … predictors themselves and their regression coefficients along with predicted recession probabilities. The empirical analysis …

story-telling and policy analysis were in the forefront of applications since its inception, the forecasting perspective of … models in the case of Austria's recession in 2009. For this purpose, 8 DSGE models with different characteristics (small and … models are inferior in ex-ante forecasting a crisis. Surprisingly however, it turned out that not all but those models which …

negative impact on the economic variables for the euro area. We also perform a forecasting analysis, where we assess the merits … of uncertainty indicators for forecasting industrial production, employment and the stock market, using different … models including the original financial uncertainty index in terms of forecasting. …

We propose a parsimonious semiparametric method for macroeconomic forecasting during episodes of sudden changes. Based … does particularly well during the Great Recession and for variables such as inflation, unemployment, and real personal …

of stagnation or low growth. Comparative case studies of the Great Depression, the Latin American debt crisis of the 1980 … prosperity for a long time? The main conclusion is that stagnation after big financial crises becomes likely when the balance … growth stimulus by the state. Some tentative conclusions for the subprime financial crisis and the Great Recession are drawn. …

This paper argues that the re-emergence of stagnation tendencies in modern capitalism can be related to … Eurozone and its main member countries, imposes an aggregation problem on the global economy and thus contributes to stagnation …