Similar Search Results

Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability : evidence from big macroeconomic US data

Siliverstovs, Boriss; Wochner, Daniel - 2019

This article re-examines the findings of Stock and Watson (2012b) who assessed the predictive performance of dynamic factor models (DFM) over autoregressive (AR) bench-marks for hundreds of target variables by focusing on possible business cycle performance asymmetries in the spirit of Chauvet...

Persistent link: https://www.econbiz.de/10012117679

Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan

Proaño Acosta, Christian; Tarassow, Artur - 2017

Eintrittswahrscheinlichkeiten von Rezessionsphasen, Phasen niedrigen Wachstums sowie Boomphasen für die USA und Japan. Zuerst werden diese drei …

Persistent link: https://www.econbiz.de/10011772057

Does business confidence matter for investment?

Upadhayaya, Santosh; Khan, Hashmat - 2017

Persistent link: https://www.econbiz.de/10011798645

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

Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR

Gupta, Rangan; Olson, Eric; Wohar, Mark E. - In: Journal of forecasting 36 (2017) 6, pp. 640-650

Persistent link: https://www.econbiz.de/10011861401

A nonlinear approach for modeling and forecasting US business cycles

Bouali, Meriam; Nasr, Adnen Ben; Trabelsi, Abdelwahed - In: International economic journal 30 (2016) 1, pp. 39-74

Persistent link: https://www.econbiz.de/10011704432

Sparse Bayesian variable selection in probit model for forecasting U.S. recessions using a large set of predictors

Yang, Aijun; Xiang, Ju; Yang, Hongqiang; Jinguan, Lin - In: Computational economics 51 (2018) 4, pp. 1123-1138

Persistent link: https://www.econbiz.de/10011972241

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011443536

The 2001 recession : how was it different and what developments may have caused it?

Kliesen, Kevin L. - In: Review / Federal Reserve Bank of St. Louis 85 (2003) 5, pp. 23-37

Persistent link: https://www.econbiz.de/10002067288

Forecasting recessions : can we do better on MARS?

Sephton, Peter S. - In: Review / Federal Reserve Bank of St. Louis 83 (2001) 2, pp. 39-49

Persistent link: https://www.econbiz.de/10001585220