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An evaluation of the index of leading indicators as predictor of cyclical turning points using Markov switching model as filter

Lahiri, Kajal; Wang, Jiazhuo G. - 1993

Persistent link: https://www.econbiz.de/10000862469

Evaluating real-time forecasts in real-time

Dijk, Dick van (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003753981

Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process

Audrino, Francesco; Medeiros, Marcelo C. - 2008

Persistent link: https://www.econbiz.de/10003773443

Regime transplants in GDP growth forecasting : a recipe for better predictions?

Gelder, Lennard van; Stokman, Ad C. J. - 2006

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Using the dynamic bi-factor model with Markov switching to predict the cyclical turns in the large European economies

Kholodilin, Konstantin A. (contributor) - 2006

The appropriately selected leading indicators can substantially improve the forecasting of the peaks and troughs of the business cycle. Using the novel methodology of the dynamic bi-factor model with Markov switching and the data for three largest European economies (France, Germany, and UK) we...