Predicting US recessions with leading indicators via neural network models
Article Abstract:
The ability to predict US recessions with neural network models is evaluated through the use of different financial and economic indicators.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
Comparison of regime switching, probit and logit models in dating and forecasting US business cycles
Article Abstract:
A probit specification, a Markov regime-switching specification and a logit specification are evaluated for their ability to predict US business cycles.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
A new composite index of coincident economic indicators in Japan: how can we improve forecast performances?
Article Abstract:
A new composition index of Japan's coincident economic indicators of the 1990s utilizes the single-index dynamic factor model to assist in short run business cycle change forecasts.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Why do monetary policies matter? An experimental study of saving and inflation in an overlapping generations model
- Abstracts: Modelling employment durations of NHL head coaches: turnover and post-succession performance. Absenteeism, seasonality, and the business cycle
- Abstracts: Money chasing deals? The impact of fund inflows on private equity valuations. The venture capital revolution