Predicting Recessions with Factor Linear Dynamic Harmonic Regressions
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Publication:4687337
DOI10.1002/for.2246zbMath1397.62512OpenAlexW2151239969MaRDI QIDQ4687337
Aránzazu de Juan, Marcos Bujosa, Antonio García-Ferrer
Publication date: 11 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2246
business cyclesfactor analysisleading indicatormonthly targeted predictorssmall-scale dynamic factor models
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Statistical methods; economic indices and measures (91B82)
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