Predicting Recessions with Factor Linear Dynamic Harmonic Regressions (Q4687337)
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scientific article; zbMATH DE number 6951851
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| English | Predicting Recessions with Factor Linear Dynamic Harmonic Regressions |
scientific article; zbMATH DE number 6951851 |
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Predicting Recessions with Factor Linear Dynamic Harmonic Regressions (English)
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11 October 2018
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leading indicator
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factor analysis
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business cycles
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monthly targeted predictors
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small-scale dynamic factor models
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0.8812923
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0.8623775
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0.8551078
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0.8499906
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0.84360015
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