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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; … - 2017
for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent …
Persistent link: https://www.econbiz.de/10011646914
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Detecting and predicting economic accelerations, recessions, and normal growth periods in real-time
Proaño Acosta, Christian - 2013
auf makroökonomische als auch auf Finanzmarktvariablen für Deutschland. Die empirischen Ergebnisse unterstreichen nicht …
Persistent link: https://www.econbiz.de/10010240802
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In search of leading indicators of economic activity in Germany
Bandholz, Harm; Funke, Michael - 2001
In this paper we present two new composite leading indicators of economicactivity in Germany estimated using a dynamic …
Persistent link: https://www.econbiz.de/10011400394
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Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J. - In: Journal of forecasting 34 (2015) 6, pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
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Business cycle dating and forecasting with real-time Swiss GDP data
Glocker, Christian; Wegmueller, Philipp - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 73-105
Persistent link: https://www.econbiz.de/10012216360
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Detecting turning points in the inflation cycle
Hoeberichts, Marco; End, Jan-Willem van den - 2024
Persistent link: https://www.econbiz.de/10014502246
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Forecasting Macedonian business cycle turning points using Qual VAR model
Petrovska, Magdalena; Krstevska, Aneta; Naumovski, Nikola - Narodna Banka na Republika Makedonija - 2016
This paper aims to assess the usefulness of leading indicators in business cycle research and forecast. Initially we test the predictive power of the ESI within a static probit model as a leading indicator, commonly perceived to be able to provide a reliable summary of the current economic...
Persistent link: https://www.econbiz.de/10011623919
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Forecasting Macedonian business cycle turning points using Qual VAR model
Petrovska, Magdalena; Krstevska, Aneta; Naumovski, Nikola - In: Journal of central banking theory and practice 5 (2016) 3, pp. 61-78
Persistent link: https://www.econbiz.de/10011650063
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - In: Economics letters 157 (2017), pp. 45-49
Persistent link: https://www.econbiz.de/10011847300
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Model averaging in Markov-switching models : predicting national recessions with regional data
Guérin, Pierre; Leiva-Leon, Danilo - 2017
Persistent link: https://www.econbiz.de/10011791491