The role of economic policy uncertainty in predicting U.S. recessions : A mixed-frequency Markov-switching vector autoregressive approach
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
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Economics Discussion Papers ; 2016-14
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Kiel
- (who)
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Kiel Institute for the World Economy (IfW)
- (when)
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2016
- Creator
- Handle
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10419/129778
- URN
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urn:nbn:de:101:1-201703175104
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:56 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Balcilar, Mehmet
- Gupta, Rangan
- Segnon, Mawuli
- Kiel Institute for the World Economy (IfW)
Time of origin
- 2016
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The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
Predicting recessions with interest rate spreads: a multicountry regime-switching analysis
Predicting recessions with interest rate spreads: A multicountry regime-switching analysis
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Measuring and Predicting Heterogeneous Recessions
Measuring and Predicting Heterogeneous Recessions
Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle
Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model
Predicting recessions with interest rate spreads: a multicountry regime-switching analysis
Predicting recessions with interest rate spreads: A multicountry regime-switching analysis
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Measuring and Predicting Heterogeneous Recessions
Measuring and Predicting Heterogeneous Recessions
Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle