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...
| Príomhchruthaitheoir: | |
|---|---|
| Rannpháirtithe: | |
| Formáid: | IRIS |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Sraith: | IMF Working Papers; Working Paper ;
No. 2011/235 |
| Rochtain ar líne: | Full text available on IMF |