The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach
Year of publication: |
November 01, 2016
|
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Segnon, Mawuli |
Publisher: |
[Kiel] : [Kiel Inst. for the World Economy] |
Subject: | Business cycles | economic policy uncertainty | mixed frequency | Markovswitching VAR models | VAR-Modell | VAR model | Konjunktur | Business cycle | Wirtschaftspolitik | Economic policy | USA | United States | Prognoseverfahren | Forecasting model | Risiko | Risk | Frühindikator | Leading indicator | Schätzung | Estimation | Markov-Kette | Markov chain | Wirkungsanalyse | Impact assessment |
Extent: | 1 Online-Ressource (30 Seiten) |
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Series: | Economics / Journal articles : the open-access, open-assessment journal. - Berlin : DeGruyter, ISSN 1864-6042, ZDB-ID 2324918-3. - Vol. vol. 10, 2016-27 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.5018/economics-ejournal.ja.2016-27 [DOI] hdl:10419/147301 [Handle] |
Classification: | E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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