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Predicting recession probabilities with financial variables over multiple horizons
Fornari, Fabio; Lemke, Wolfgang - 2010
short-term interest rate, stock returns or corporate bond spreads. The forecasting performance is very good for the United …-post classification of recessions and non-recessions 95% of the time for the one-quarter forecast horizon and 87% of the time for the four …
Persistent link: https://www.econbiz.de/10011605301
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Predicting growth rates and recessions: assessing US leading indicators under real-time conditions
Dovern, Jonas; Ziegler, Christina - 2008
forecasting exercises. …
Persistent link: https://www.econbiz.de/10010273164
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Market-timing the business cycle
Peláez, Rolando F. - In: Review of financial economics : RFE 26 (2015), pp. 55-64
Persistent link: https://www.econbiz.de/10011411968
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Uncertainty and forecasts of U.S. recessions
Pierdzioch, Christian; Gupta, Rangan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-21
Persistent link: https://www.econbiz.de/10012299545
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Do stock market trading activities forecast recessions?
Chatterjee, Ujjal K. - In: Economic modelling 59 (2016), pp. 370-386
Persistent link: https://www.econbiz.de/10011647870
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Forecasting U.S. recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie; Gupta, Rangan; Pierdzioch, Christian; … - 2024
Persistent link: https://www.econbiz.de/10014635879
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Recession probabilities falling from the STARs
Eraslan, Sercan; Nöller, Marvin - 2020
comprehensive real-time forecasting exercise for recessions in the US. Moreover, we propose a novel smooth transition modelling …
Persistent link: https://www.econbiz.de/10012179657
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The narrative about the economy as a shadow forecast : an analysis using Bank of Spain quarterly reports
Díaz Sobrino, Nélida; Ghirelli, Corinna; Hurtado, Samuel - In: Applied economics 54 (2022) 25, pp. 2874-2887
Persistent link: https://www.econbiz.de/10013171135
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Climate risks and forecastability of the weekly state-level economic conditions of the United States
Cepni, Oguzhan; Gupta, Rangan; Liao, Wenting; Ma, Jun - In: International review of finance : the official journal … 24 (2024) 1, pp. 154-162
Persistent link: https://www.econbiz.de/10014507523
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How Australia's economy gained momentum because of Covid-19
Rostan, Pierre; Rostan, Alexandra - In: Australian economic papers 63 (2024) 1, pp. 36-58
Persistent link: https://www.econbiz.de/10014540223