Predicting Recessions : A New Approach for Identifying Leading Indicators and Forecast Combinations /

Predicting Recessions : A New Approach for Identifying Leading Indicators and Forecast Combinations /

This study proposes a data-based algorithm to select a subset of indicators from a large data set with a focus on forecasting recessions. The algorithm selects leading indicators of recessions based on the forecast encompassing principle and combines the forecasts. An application to U.S. data shows...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Kisinbay, Turgut
अन्य लेखक:	Baba, Chikako
स्वरूप:	पत्रिका
भाषा:	English
प्रकाशित:	Washington, D.C. : International Monetary Fund, 2011.
श्रृंखला:	IMF Working Papers; Working Paper ; No. 2011/235
ऑनलाइन पहुंच:	Full text available on IMF

समान संसाधन

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प्रकाशित: (2003)

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Granger Predictability of Oil Prices After the Great Recession /
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Recess Battles
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Disinflation and the Recession-Now-Versus-Recession-Later Hypothesis : Evidence From Uruguay /
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Recession and Recovery in the United Kingdom in the 1990'+L927s : A Vector Autoregression Approach /
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Demand Spillovers and the Collapse of Trade in the Global Recession /
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Do Asset Price Drops Foreshadow Recessions? /
द्वारा: Bluedorn, John
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Strengths of the Social Safety Net in the Great Recession
द्वारा: O'Leary

Enabling Deep Negative Rates to Fight Recessions : A Guide /
द्वारा: Agarwal, Ruchir
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Gender and Employment in the COVID-19 Recession : Evidence on 'She-cessions' /
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Machine learning as an indicator for breast cancer prediction
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द्वारा: Lundgren, Charlotte
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The International Financial Crisis and Global Recession : Impact on the CEMAC Region and Policy Considerations /
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From Great Depression to Great Recession : The Elusive Quest for International Policy Cooperation.
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Medium-Term Fiscal Multipliers during Protracted Recessions /
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