Quotation Dovern, Jonas, Huber, Florian. 2015. Global prediction of recessions. Economics Letters 133 81-84.


RIS


BibTeX

Abstract

Abstract 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.

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Economics Letters
Citation Index SSCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, STRAT-B, VW-B, WH-B
Language English
Title Global prediction of recessions
Volume 133
Year 2015
Page from 81
Page to 84
URL http://www.sciencedirect.com/science/article/pii/S0165176515002177

Associations

People
Huber, Florian (Details)
External
Dovern, Jonas
Organization
Institute for Statistics and Mathematics IN (Details)
Institute for Macroeconomics IN (Details)
Google Scholar: Search