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Forecasting GDP growth using mixed-frequency models with switching regimes

Barsoum, Fady; Stankiewicz, Sandra - In: International journal of forecasting 31 (2015) 1, pp. 33-50

Persistent link: https://www.econbiz.de/10011327124

Macroeconomics, nonlinearities, and the business cycle

Reif, Magnus - 2019

Im Zentrum dieser Dissertation steht das Beschreiben und Erklären von Konjunkturdynamiken. Motiviert durch den außerordentlich starken wirtschaftlichen Einbruch in 2008/2009 betont die Arbeit dabei die Wichtigkeit der Nutzung von nichtlinearen Modellansätzen. Die Dissertation kann als Beitrag...

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Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle

Carstensen, Kai - 2017

for Germany preselected from a broader set using the Elastic Net soft-thresholding rule. The three states represent … probabilities with a simple GDP forecasting model yields an accurate nowcast for the steepest decline in GDP in 2009Q1 and a correct …

Persistent link: https://www.econbiz.de/10012955198

Forecasting the turns of German business cycle : dynamic bi-factor model with Markov switching

Kholodilin, Konstantin A. (contributor) - 2005

In this paper a dynamic bi-factor model with Markov switching is proposed to measure and predict turning points of the German business cycle. It estimates simultaneously the composite leading indicator (CLI) and composite coincident indicator (CCI) together with corresponding probabilities of...

Persistent link: https://www.econbiz.de/10002927882

In search of leading indicators of economic activity in Germany

Bandholz, Harm; Funke, Michael - 2001

In this paper we present two new composite leading indicators of economicactivity in Germany estimated using a dynamic … appropriatetool for forecasting business conditions. …

Persistent link: https://www.econbiz.de/10011400394

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - 2017

Persistent link: https://www.econbiz.de/10011646914

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model : an application to the German business cycle

Carstensen, Kai; Heinrich, Markus; Reif, Magnus; … - In: International journal of forecasting 36 (2020) 3, pp. 829-850

Persistent link: https://www.econbiz.de/10012496873

Detecting and predicting economic accelerations, recessions, and normal growth periods in real-time

Proano, Christian - 2013

periods, and economic recessions. Second, it uses an ordered probit framework for estimating and forecasting these three … auf makroökonomische als auch auf Finanzmarktvariablen für Deutschland. Die empirischen Ergebnisse unterstreichen nicht …

Persistent link: https://www.econbiz.de/10010240802

A bivariate autoregressive probit model : predicting US business cycle and growth rate cycle recessions

Nyberg, Henri - 2009

Persistent link: https://www.econbiz.de/10003884515

Forecasting Macedonian business cycle turning points using Qual VAR model

Petrovska, Magdalena; Krstevska, Aneta; Naumovski, Nikola - Narodna Banka na Republika Makedonija - 2016

indicators performs in forecasting turning points of the Macedonian business cycle by employing the Qual VAR approach of Dueker …

Persistent link: https://www.econbiz.de/10011623919