Prediction of the start of next recession
The future value of the binary recession variable is modeled to be dependent on the present and past values of a set of m US economic variables selected from a pool of 14 variables via a conditional distribution which is derived from an -dimensional power-normal distribution. The mean together with...
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| Main Authors: | , |
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| Format: | Article |
| Language: | en |
| Published: |
Billion Brains
2016
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/431/1/Pooi%20Ah%20Hin%20Prediction%20of%20the%20start%20of%20next%20recession.pdf http://eprints.sunway.edu.my/431/ http://www.jafepapers.com/uploads/2016/March/1462774381_2.%20Ah%20Hin.pdf |
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