Arbeitspapier
Global Prediction of Recessions
We present evidence that global vectorautoregressive (GVAR) models produce significantly more accurate recession forecasts than country-specific time-series models in a Bayesian framework. This result holds for most countries and forecast horizons as well as for several country groups.
- Language
-
Englisch
- Bibliographic citation
-
Series: Discussion Paper Series ; No. 585
- Classification
-
Wirtschaft
- Subject
-
GVAR
recession forecast
QPS
probability forecast
- Event
-
Geistige Schöpfung
- (who)
-
Dovern, Jonas
Huber, Florian
- Event
-
Veröffentlichung
- (who)
-
University of Heidelberg, Department of Economics
- (where)
-
Heidelberg
- (when)
-
2015
- DOI
-
doi:10.11588/heidok.00018381
- Handle
- URN
-
urn:nbn:de:bsz:16-heidok-183811
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Dovern, Jonas
- Huber, Florian
- University of Heidelberg, Department of Economics
Time of origin
- 2015
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Andre Pazinger von Wollsbach gegen Florian Huber daselbst wegen eines Ackers
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Does Joint Modelling of the World Economy Pay Off? Evaluating Multivariate Forecasts from a Bayesian GVAR
Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR
Huber, Florian
Huber, Florian
Huber, Florian
Huber, Florian
Berufung des Florian Huber aus Wallerstein wegen verweigerter Schneiderkonzession nach Gstütt im Gemeindebezirk Hornstorf (LG Straubing)
Andre Pazinger von Wollsbach gegen Florian Huber daselbst wegen eines Ackers
Recessions and instable estimates of potential output
The Effect of Recessions on Potential Output Estimates: Size, Timing, and Determinants
Predicting growth rates and recessions: assessing US leading indicators under real-time conditions