Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Oguzhan Cepni, Christina Christou, Rangan Gupta
| Year of publication: |
2023
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|---|---|
| Authors: | Cepni, Oguzhan ; Christou, Christina ; Gupta, Rangan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 227.2023, p. 1-6
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| Subject: | Business fluctuations and cycles | Climate risks | Markov-switching models | Model averaging | USA | United States | Konjunktur | Business cycle | Markov-Kette | Markov chain | Klimawandel | Climate change | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | Risiko | Risk | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111121 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014335747