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Dating US business cycles with macro factors

Fossati, Sebastian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 5, pp. 529-547

Persistent link: https://www.econbiz.de/10011649152

Predicting US recessions with stock market illiquidity

Chen, Shiu-sheng; Chou, Yu-Hsi; Yen, Chia-Yi - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 93-123

Persistent link: https://www.econbiz.de/10011508569

Equity premium predictability over the business cycle

Mönch, Emanuel; Stein, Tobias - 2021

Persistent link: https://www.econbiz.de/10012589652

Forecasting banking crises with dynamic panel probit models

Antunes, António R.; Bonfim, Diana; Monteiro, Nuno; … - In: International journal of forecasting 34 (2018) 2, pp. 249-275

Persistent link: https://www.econbiz.de/10012030901

The role of credit in predicting US recessions

Ponka, Harri - In: Journal of forecasting 36 (2017) 5, pp. 469-482

Persistent link: https://www.econbiz.de/10011860598

Fan charts around GDP projections based on probit models of downturn risk

Turner, David; Chalaux, Thomas; Morgavi, Hermes - 2018

This paper describes a method for parameterising fan charts around GDP growth forecasts of the major OECD economies as well as the aggregate OECD. The degree of uncertainty – reflecting the overall spread of the fan chart – is based on past forecast errors, but the skew – reflecting...

Persistent link: https://www.econbiz.de/10011995776

Sparse Bayesian variable selection in probit model for forecasting U.S. recessions using a large set of predictors

Yang, Aijun; Xiang, Ju; Yang, Hongqiang; Jinguan, Lin - In: Computational economics 51 (2018) 4, pp. 1123-1138

Persistent link: https://www.econbiz.de/10011972241

Calibrating GDP fan charts using probit models with a comparison to the approaches of the Bank of England and Riksbank

Turner, David; Chalaux, Thomas - 2019

Fan charts were pioneered by the Bank of England and Riksbank and provide a visually appealing means to convey the uncertainty surrounding a forecast. This paper describes a method for parameterising fan charts around GDP growth forecasts by which the degree of uncertainty is based on past...

Persistent link: https://www.econbiz.de/10011998487

Reassessing the relative power of the yield spread in forecasting recessions

Croushore, Dean Darrell; Marsten, Katherine - In: Journal of applied econometrics 31 (2016) 6, pp. 1183-1191

Persistent link: https://www.econbiz.de/10011687424

The Great Recession and real estate cycles : challenges, opportunities, and lessons learned

Laposa, Steven; Mueller, Andrew - In: Journal of property investment & finance 35 (2017) 3, pp. 321-340

Persistent link: https://www.econbiz.de/10011706904