Uncertainty and forecasts of U.S. recessions

DOI10.1515/snde-2018-0083OpenAlexW2612288402MaRDI QIDQ2697092

Christian Pierdzioch, Rangan Gupta

Publication date: 17 April 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-2018-0083

zbMATH Keywords

uncertaintyrecessionsforecastingROC curvesboosted regression trees

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Uses Software

• R
• gbm
• ElemStatLearn

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