Forecasting Recessions Using Stall Speeds

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Forecasting Recessions Using the Yield Curve

We compare forecasts of recessions using four different specifications of the probit model: a time invariant conditionally independent version; a business cycle specific conditionally independent model; a time invariant probit with autocorrelated errors; and a business cycle specific probit with autocorrelated errors. The more sophisticated versions of the model take into account some of the po...

متن کامل

Forecasting Solar Wind Speeds

By explicitly taking into account effects of Alfvén waves, I derive from a simple energetics argument a fundamental relation which predicts solar wind (SW) speeds in the vicinity of the earth from physical properties on the sun. Kojima et al. recently found from their observations that a ratio of surface magnetic field strength to an expansion factor of open magnetic flux tubes is a good indica...

متن کامل

Forecasting U.S. Recessions with Macro Factors

Dynamic latent factors estimated from panels of macroeconomic indicators are used to predict future NBER recession dates. Three monthly macro factors are considered: (1) a bond and exchange rates factor extracted from 22 financial time series; (2) a stock market factor extracted from 4 stock market indicators; (3) a real factor extracted from 4 macroeconomic time series. Three main results emer...

متن کامل

Forecasting Recessions: Can We Do Better on MARS?

Macroeconomists spend much of their time developing theories and building models to demonstrate how shocks propagate and affect the overall level of economic activity. Both policymakers and the private sector maintain a keen interest in understanding the state of business affairs and the most likely path the economy will take over a planning horizon. Although there are a number of economic even...

متن کامل

Predicting Recessions: Forecasting US GDP Growth through Supervised Learning

Machine learning algorithms have gained much popularity in finance, where the abundance of training examples and high-frequency sampling rates produce datasets that are amenable to successful regression. In macroeconomics, however, where data is scarce and sampling rates are far lower, learning algorithms have not been extensively explored, and even within the sparse literature success has been...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SSRN Electronic Journal

سال: 2011

ISSN: 1556-5068

DOI: 10.2139/ssrn.1845788