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Financial stress and economic activity in Germany and the Euro Area

Roye, Björn van - Institut für Weltwirtschaft (IfW) - 2011

The financial crisis 2008-2009 and the European sovereign debt crisis have shown that stress on financial markets is important for analyzing and forecasting economic activity. Since financial stress is not directly observable but is presumably reflected in many financial market variables, it is...

Persistent link: https://www.econbiz.de/10009365865

Probability and Severity of Recessions

Kotchoni, Rachidi; Stevanovic, Dalibor - Centre Interuniversitaire sur le Risque, les Politiques … - 2013

This paper tackles the prediction of the probability and severity of US recessions. We employ parsimonious Probit … conditional on optimistic and pessimistic scenarios for the horizon of interest. The severity of recessions is defined as the gap … severity has the interpretation of the output loss. Our results support that U.S. recessions are predictable to a great extent …

Persistent link: https://www.econbiz.de/10010781889

Budgets and recessions

Runyon, Herbert - In: FRBSF Economic Letter (1980)

Persistent link: https://www.econbiz.de/10005346525

Predicting when the economy will turn

Loungani, Prakash; Trehan, Bharat - In: FRBSF Economic Letter (2002)

Persistent link: https://www.econbiz.de/10005346630

Forecasting recessions

Runyon, Herbert - In: FRBSF Economic Letter (1980)

Persistent link: https://www.econbiz.de/10005352028

Southeastern economy still feeling recession's effects

Robertson, John; Avery, David; Chriszt, Michael; … - In: EconSouth (2002) Q4, pp. 8-23

Persistent link: https://www.econbiz.de/10005352159

Always look for the disclaimer

Robertson, John C. - In: EconSouth (2001) Q4, pp. 1-1

Persistent link: https://www.econbiz.de/10005352168

Southeastern forecast: Return to growth in new year

Robertson, John C.; Avery, David; Mancuso, Whitney; … - In: EconSouth (2001) Q4, pp. 8-23

Persistent link: https://www.econbiz.de/10005352181

Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions

Dueker, Michael J. - Federal Reserve Bank of St. Louis - 2003

This article presents a new Qual VAR model for incorporating information from qualitative and/or discrete variables in vector autoregressions. With a Qual VAR, it is possible to create dynamic forecasts of the qualitative variable using standard VAR projections. Previous forecasting methods for...

Persistent link: https://www.econbiz.de/10005352947

Turn, turn, turn: Predicting turning points in economic activity

Negro, Marco Del - In: Economic Review (2001) Q2, pp. 1-12

recessions that appears superior to that embodied in the LEI Index, at least when simple rules of thumb are used to extract …

Persistent link: https://www.econbiz.de/10005361145