Yield spread selection in predicting recession probabilities

Jaehyuk Choi, Desheng Ge, Kyu Ho Kang, Sungbin Sohn

Year of publication:	2023
Authors:	Choi, Jaehyuk ; Ge, Desheng ; Kang, Kyu Ho ; Sohn, Sungbin
Published in:	Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 7, p. 1772-1785
Subject:	density forecasting \| estimation risk \| machine learning \| yield curve \| Zinsstruktur \| Yield curve \| Prognoseverfahren \| Forecasting model \| Künstliche Intelligenz \| Artificial intelligence \| Frühindikator \| Leading indicator \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Schätzung \| Estimation \| Risikoprämie \| Risk premium \| Statistische Verteilung \| Statistical distribution \| Konjunktur \| Business cycle

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10014432757

A service of the