horizons up to 19 months. Whether the economy is currently in recession or not is also useful for forecasting recessions. These …This paper studies the predictive power for recessions of the slope of the Swiss term structure using monthly data for … 1974-2017. Dynamic probit models indicate that the term structure contains information useful for predicting recessions for …

We test and report on time series modelling and forecasting using several US. Leading economic indicators (LEI) as an … input to forecasting real US. GDP and the unemployment rate. These time series have been addressed before, but our results … unemployment rate series. We tested the forecasting ability of best univariate and best bivariate models over 60- and 120-period …

The paper describes the "Halle Institute for Economic Research (IWH) Forecasting Dashboard (ForDas)". This tool aims at …

enough to make them useful in forecasting future speculative bubbles in housing market. Thus, this method can be used by the …

autoregressive (MF-MS-VAR) model, and compare its in-sample and out-of-sample forecasting performances to those of a Markov … forecasting recessionary regimes for the U.S. economy. …