Model averaging in Markov-switching models: predicting national recessions with regional data
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Cites work
- Asymptotic Inference about Predictive Ability
- Bayesian Model Averaging for Linear Regression Models
- Forecasting inflation using dynamic model averaging
- scientific article; zbMATH DE number 509150 (Why is no real title available?)
- Time-varying combinations of predictive densities using nonlinear filtering
Cited in
(4)- Measuring and predicting heterogeneous recessions
- FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH
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