Global prediction of recessions

被引：4

作者：

Dovern, Jonas ^{[1
]}

Huber, Florian ^{[2
]}

机构：

[1] Heidelberg Univ, Alfred Weber Inst Econ, D-69115 Heidelberg, Germany

[2] Oesterreich Natl Bank OeNB, Vienna, Austria

来源：

ECONOMICS LETTERS | 2015年 / 133卷

关键词：

GVAR; Recession forecast; QPS; Probability forecast; TURNING-POINTS;

D O I：

10.1016/j.econlet.2015.05.022

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：81 / 84

页数：4

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