Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656)
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scientific article; zbMATH DE number 6952647
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| English | Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model |
scientific article; zbMATH DE number 6952647 |
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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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0.8539612
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0.8516733
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0.84269154
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