Predicting recessions with leading indicators : model averaging and selection over the business cycle
Year of publication: |
2015
|
---|---|
Authors: | Berge, Travis J. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 6, p. 455-471
|
Subject: | business cycle turning points | variable selection | boosting | Bayesian model averaging | probabilistic forecasts | Konjunktur | Business cycle | Frühindikator | Leading indicator | Bayes-Statistik | Bayesian inference | Wirtschaftsindikator | Economic indicator | Prognoseverfahren | Forecasting model | Konjunktureller Wendepunkt | Business cycle turning point | Markov-Kette | Markov chain | Schätzung | Estimation |
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