Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656)
From MaRDI portal
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)
0 references
12 October 2018
0 references
financial markets
0 references
probit model
0 references
turning points
0 references
switching dynamics
0 references
multistep forecasting method
0 references
