Predicting Recessions : A New Approach for Identifying Leading Indicators and Forecast Combinations

A New Approach for Identifying Leading Indicators and Forecast Combinations

Predicting Recessions : A New Approach for Identifying Leading Indicators and Forecast Combinations
This study proposes a data-based algorithm to select a subset of indicators from a large data set with a focus on forecasting recessions. The algorithm selects leading indicators of recessions based on the forecast encompassing principle and combines the forecasts. An application to U.S. data shows that forecasts obtained from the algorithm are READ MORE...

Publication date: October 2011
ISBN 9781463922016
$18.00

Add to Cart by clicking price of the language and format you'd like to purchase

Available Languages and Formats

Paperback

Publication date: October 2011

PDF

Publication date: October 2011

ePub

Publication date: October 2011

Mobi

Publication date: October 2011

English