Pages that link to "Item:Q2783443"
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The following pages link to Predicting the probability of a recession with nonlinear autoregressive leading-indicator models (Q2783443):
Displaying 9 items.
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- Global prediction of recessions (Q529785) (← links)
- The term spread as a monthly cyclical indicator: An evaluation (Q1606411) (← links)
- Nonlinear monetary policy in Europe: fact or myth? (Q1927767) (← links)
- Fat tails in leading indicators (Q2208677) (← links)
- Dynamic probit models and financial variables in recession forecasting (Q3065505) (← links)
- Predicting Recessions with Factor Linear Dynamic Harmonic Regressions (Q4687337) (← links)
- Predicting recessions using trends in the yield spread (Q5036586) (← links)
- Forecasting national recessions of the United States with state-level climate risks: evidence from model averaging in Markov-switching models (Q6047314) (← links)