Global prediction of recessions
We present evidence that global vectorautoregressive (GVAR) models produce more accurate recession forecasts than country-specific time-series models in a Bayesian framework. This result holds for most countries and forecast horizons as well as for several country groups.
Gespeichert in:
| Hauptverfasser: | , |
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| Dokumenttyp: | Article (Journal) |
| Sprache: | Englisch |
| Veröffentlicht: |
27 May 2015
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| In: |
Economics letters
Year: 2015, Jahrgang: 133, Pages: 81-84 |
| ISSN: | 0165-1765 |
| DOI: | 10.1016/j.econlet.2015.05.022 |
| Online-Zugang: | Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.econlet.2015.05.022 Verlag, lizenzpflichtig, Volltext: http://www.sciencedirect.com/science/article/pii/S0165176515002177 
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| Verfasserangaben: | Jonas Dovern, Florian Huber |
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| 520 | |a We present evidence that global vectorautoregressive (GVAR) models produce more accurate recession forecasts than country-specific time-series models in a Bayesian framework. This result holds for most countries and forecast horizons as well as for several country groups. | ||
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| 650 | 4 | |a Probability forecast | |
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