Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656): Difference between revisions

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+Short rate nonlinearities and regime switches.
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+What does the yield curve tell us about GDP growth?
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+Generalized Autoregressive Moving Average Models
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+Monetary policy regimes and the term structure of interest rates
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+Approximately normal tests for equal predictive accuracy in nested models
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+Forecasting the term structure of government bond yields
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+Multivariate contemporaneous-threshold autoregressive models
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+Business cycle durations
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+Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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+Dynamic probit models and financial variables in recession forecasting
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+Testing Dependence Among Serially Correlated Multicategory Variables
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+Testing the term structure of interest rates using a stationary vector autoregression with regime switching
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+Modelling Nonlinear Economic Time Series
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+Asymptotic Inference about Predictive Ability
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