Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656): Difference between revisions
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Revision as of 23:31, 19 March 2024
scientific article; zbMATH DE number 6952647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model |
scientific article; zbMATH DE number 6952647 |
Statements
Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (English)
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12 October 2018
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financial markets
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probit model
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turning points
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switching dynamics
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multistep forecasting method
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