Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
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Publication:3065486
DOI10.1002/FOR.1146zbMATH Open1204.91101OpenAlexW2129841770MaRDI QIDQ3065486FDOQ3065486
Brian Schaitkin, Victor Zarnowitz, Ataman Ozyildirim
Publication date: 6 January 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1146
Recommendations
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- Chapter 1 Dating Business Cycle Turning Points
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the euro area
- Predicting Recessions with Factor Linear Dynamic Harmonic Regressions
Cites Work
- Tests of Conditional Predictive Ability
- A consistent test for nonlinear out of sample predictive accuracy.
- Out-of-sample tests for Granger causality
- Tests of equal forecast accuracy and encompassing for nested models
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
Cited In (5)
- Fat tails in leading indicators
- Lasso–type and Heuristic Strategies in Model Selection and Forecasting
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
- The principal-agent model in venture investment based on fairness preference
- Title not available (Why is that?)
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