Similar Search Results

Automatic time series modeling and forecasting: a replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators

Guerard, John Baynard; Thomakos, Dimitrios D.; Kyriazi, … - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

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 are more statistically significant using more recently...

Persistent link: https://www.econbiz.de/10012214684

Can macroeconomic indicators predict a currency crisis? : evidence from selected Southeast Asian countries

Budsayaplakorn, Saksit; Dibooglu, Sel; Mathur, Iqbal - In: Emerging markets finance & trade : a journal of the … 46 (2010) 6, pp. 5-21

Persistent link: https://www.econbiz.de/10009238987

Can derivative information predict stock price jumps?

Kwark, Noe-Keol; Kang, Hyoung Goo; Jun, Sang-Gyung - In: The journal of applied business research 31 (2015) 3, pp. 845-860

Persistent link: https://www.econbiz.de/10011304812

Forecasting US recessions with macro factors

Fossati, Sebastian - In: Applied economics 47 (2015) 52/54, pp. 5726-5738

Persistent link: https://www.econbiz.de/10011348871

The explanatory power of the yield curve in predicting recessions in South Africa

Mohapi, Tjhaka Alphons; Botha, Ilsé - In: International business and economics research journal 12 (2013) 6, pp. 613-634

Persistent link: https://www.econbiz.de/10009770226

Forecasting US recessions with macro factors

Fossati, Sebastian - 2013

Persistent link: https://www.econbiz.de/10009731422

Do probit models help in forecasting turning points in German business cycles?

Fritsche, Ulrich - 2001

In this paper we used a data set constructed for a companion paper (Fritsche/Stephan, 2000) where we explored the leading indicator properties of different time series for the German business cycle. Now we test for the ability of different indicator series to forecast recessions by using a...

Persistent link: https://www.econbiz.de/10011434014

Predicting US recessions with stock market illiquidity

Chen, Shiu-sheng; Chou, Yu-Hsi; Yen, Chia-Yi - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 93-123

Persistent link: https://www.econbiz.de/10011508569

The US zero-coupon yield spread as a predictor of excess daily stock market volatility

Li, Matthew C. - In: Applied financial economics 24 (2014) 13/15, pp. 889-906

Persistent link: https://www.econbiz.de/10010410398

Essays on business cycle forecasting and banking regulation

Theobald, Thomas - 2014

Persistent link: https://www.econbiz.de/10010463072