Predicting recessions using trends in the yield spread

DOI10.1080/02664763.2018.1537364OpenAlexW2898401069WikidataQ129077449 ScholiaQ129077449MaRDI QIDQ5036586

Thaddeus Sim, Steven E. Kozlowski

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2018.1537364

zbMATH Keywords

classificationcross-validationlogistic regressionartificial neural networksforecasting

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Related Items (1)

FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH

Uses Software

• neuralnet

Cites Work

• Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
• Monitoring cyclical processes. A non-parametric approach
• Signaling NBER turning points: a sequential approach

This page was built for publication: Predicting recessions using trends in the yield spread