Global prediction of recessions

DOI10.1016/J.ECONLET.2015.05.022zbMath1364.91118OpenAlexW1485646821MaRDI QIDQ529785

Jonas Dovern, Florian Huber

Publication date: 9 June 2017

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://archiv.ub.uni-heidelberg.de/volltextserver/18381/1/dp585.pdf

zbMATH Keywords

probability forecastGVARQPSrecession forecast

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR ⋮ FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH

Cites Work

• Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR
• Forecasting and turning point predictions in a Bayesian panel VAR model

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