An approach for identifying and predicting economic recessions in real‐time using time–frequency functional models
DOI10.1002/asmb.1954zbMath1286.91106OpenAlexW2171544957MaRDI QIDQ5414517
David S. Matteson, Wen-Hsi Yang, Christopher K. Wikle, Scott H. Holan
Publication date: 6 May 2014
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.1954
business cyclesBayesian model averagingfunctional dataspectrogramstochastic search variable selectionMIDASempirical orthogonal functions
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; economic indices and measures (91B82)
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