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as nonparametric and semiparametric models in forecasting the nominal interest rate setting that describes the South …:01 to 2004:12, we compare the out-of-sample forecasting ability of the models over the period 2005:01 to 2008:12. Our …
Persistent link: https://www.econbiz.de/10008513007
While conditional forecasting has become prevalent both in the academic literature and in practice (e.g., bank stress … testing, scenario forecasting), its applications typically focus on continuous variables. In this paper, we merge elements … from the literature on the construction and implementation of conditional forecasts with the literature on forecasting …
Persistent link: https://www.econbiz.de/10012137102
shapes and find the less frequent shapes intrinsically linked to the recessions in the post-WWII data. In forecasting … indicator than the spreads in studying the term structure. Key words: Business cycle, recession forecast, U.S. Treasury yield …
Persistent link: https://www.econbiz.de/10012886359
economic policy uncertainty during and after the "Great Recession". …
Persistent link: https://www.econbiz.de/10010425751
Persistent link: https://www.econbiz.de/10010394237
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. …
Persistent link: https://www.econbiz.de/10010242870
Persistent link: https://www.econbiz.de/10010495675
Persistent link: https://www.econbiz.de/10012415552
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 …
Persistent link: https://www.econbiz.de/10011661571
This article addresses Japan's economy, its new economic policy package, which is known as Abenomics. The centerpiece of Abenomics has been the three "economic arrows" targeted at aggressive monetary policy, flexible fiscal policy, and growth strategy. This article focuses on Abenomics and shows...
Persistent link: https://www.econbiz.de/10012171656