Dating US business cycles with macro factors

DOI10.1515/SNDE-2015-0037OpenAlexW2740008170MaRDI QIDQ2691679

Sebastian Fossati

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2015-0037

zbMATH Keywords

probit modelforecastingbusiness cycleMarkov-switching modelfactors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Economic growth models (91B62)

Cites Work

• Handbook of economic forecasting. Volume 1
• Predicting binary outcomes
• Predicting a recession: Evidence from the yield curve in the presence of structural breaks
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Forecasting Using Principal Components From a Large Number of Predictors
• Bayesian Analysis of Binary and Polychotomous Response Data
• Chapter 1 Dating Business Cycle Turning Points
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Determining the Number of Factors in Approximate Factor Models

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