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Predicting recession probabilities with financial variables over multiple horizons
Fornari, Fabio; Lemke, Wolfgang - 2010
We forecast recession probabilities for the United States, Germany and Japan. The predictions are based on the widely … point in time, the ProbVAR allows to generate conditional recession probabilities for any sequence of forecast horizons. At …
Persistent link: https://www.econbiz.de/10008688529
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What predicts U.S. recessions?
Liu, Weiling; Mönch, Emanuel - 2014
significantly improve the precision of recession predictions, especially at horizons further out than one year. …
Persistent link: https://www.econbiz.de/10010404520
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Cyclical Patterns of Business Entry and Exit Dynamics in the US Economy
Tian, Can - 2016
This paper documents the cyclical patterns of business entry and exit dynamism in the US using the Business Dynamic Statistics (BDS) dataset. The main finding is that, for both firms and establishments, the entry margin is significantly procyclical while the exit margin shows little cyclicality....
Persistent link: https://www.econbiz.de/10013002920
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Forecasting US recessions with macro factors
Fossati, Sebastian - In: Applied economics 47 (2015) 52/54, pp. 5726-5738
Persistent link: https://www.econbiz.de/10011348871
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Forecasting US recessions with macro factors
Fossati, Sebastian - 2013
Persistent link: https://www.econbiz.de/10009731422
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Predicting US recessions with stock market illiquidity
Chen, Shiu-sheng; Chou, Yu-Hsi; Yen, Chia-Yi - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 93-123
Persistent link: https://www.econbiz.de/10011508569
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Forecasting US recession with the economic policy uncertainty indexes of policy categories
Kurasawa, Kazutaka - In: Economics and Business Letters : EBL 6 (2017) 4, pp. 100-109
Persistent link: https://www.econbiz.de/10011859232
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Dating US business cycles with macro factors
Fossati, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 529-547
Persistent link: https://www.econbiz.de/10011649152
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Health and health behaviors during the worst of times : evidence from the Great Recession
Tekin, Erdal; McClellan, Chandler; Minyard, Karen Jean - 2013
previously established counter-cyclical pattern in health and heath behaviors is held during the Great Recession. Using data from … weakened considerably during the recent recession. In fact, majority of our estimates indicate that the relationship has …
Persistent link: https://www.econbiz.de/10009786469
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The role of credit in predicting US recessions
Ponka, Harri - In: Journal of forecasting 36 (2017) 5, pp. 469-482
Persistent link: https://www.econbiz.de/10011860598