Similar Search Results

Economic policy uncertainty, financial markets and probability of US recessions

Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265

Persistent link: https://www.econbiz.de/10010505323

Bond return predictability : economic value and links to the macroeconomy

Pettenuzzo, Davide; Gargano, Antonio; Timmermann, Allan - 2014

Persistent link: https://www.econbiz.de/10010505306

Bond return predictability : economic value and links to the macroeconomy

Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - 2014

Persistent link: https://www.econbiz.de/10010409119

Can US trade policy uncertainty help in predicting stock market excess return?

Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013479261

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

-switching autoregressive (MS-AR) model. Their results show that the MF-MS-VAR fits the different recession regimes, and provides out …-of-sample forecasts of recession probabilities which are more accurate than those derived from the MS-VAR and MS-AR models. The results …

Persistent link: https://www.econbiz.de/10011554324

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

-switching autoregressive (MS-AR) model. The results show that the MF-MS-VAR fits the different recession regimes, and provides out …-of-sample forecasts of recession probabilities which are more accurate than those derived from the MS-VAR and MS-AR models. The results …

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