1. bookVolumen 5 (2016): Heft 3 (September 2016)
Zeitschriftendaten
License
Format
Zeitschrift
eISSN
2336-9205
Erstveröffentlichung
11 Mar 2014
Erscheinungsweise
3 Hefte pro Jahr
Sprachen
Englisch
Uneingeschränkter Zugang

Forecasting Macedonian Business Cycle Turning Points Using Qual Var Model

Online veröffentlicht: 23 Sep 2016
Volumen & Heft: Volumen 5 (2016) - Heft 3 (September 2016)
Seitenbereich: 61 - 78
Eingereicht: 06 Apr 2016
Akzeptiert: 25 Jul 2016
Zeitschriftendaten
License
Format
Zeitschrift
eISSN
2336-9205
Erstveröffentlichung
11 Mar 2014
Erscheinungsweise
3 Hefte pro Jahr
Sprachen
Englisch

1. Chauvet, M. and Hamilton, J. D. (2005). Dating Business Cycle Turning Points, NBER Working Paper No. 11422.Search in Google Scholar

2. Chen, L. (2014). Forecasting Canadian Recession using Qual VAR Model, Master thesis, University of Ottawa, Department of Economics, ECO6999, August 2014.Search in Google Scholar

3. Chow, G.C. and Lin, A. (1971). Best linear unbiased interpolation, distribution and extrapolation of time series by related series. The Review of Economics and Statistics, 53, 372-375.10.2307/1928739Search in Google Scholar

4. Davidson, R. and MacKinnon, J.G. (1993). Estimation and Inference in Econometrics, New York: Oxford University Press.Search in Google Scholar

5. Dueker, J. M. (2005). Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recession, Journal of Business & Economic Statistics, 23, 96-104.10.1198/073500104000000613Search in Google Scholar

6. Estrella, A. and Mishkin F.S. (1998). Predicting U.S. Recessions: Financial Variables as Leading Indicators, The Review of Economics and Statistics, 80, 45-61.Search in Google Scholar

7. European Commission (2014). The joint harmonized EU programme of the business and consumer surveys, User guide. Brussels: European Commission.Search in Google Scholar

8. Kauppi, H. and Saikkonen, P. (2008). Predicting US recessions with dynamic binary response models, The Review of Economics and Statistics, 90, 777-791.10.1162/rest.90.4.777Search in Google Scholar

9. Meinusch, A. and Tillmann, P.(2014). The Macroeconomic Impact of Unconventional Monetary Policy Shocks, MAGKS Papers on Economics 201426. Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics.Search in Google Scholar

10. Moon, H. and Lee, J. (2012). Forecast Evaluation of Economic Sentiment Indicator for the Korean Economy. Basel, IFC Conference, BIS.Search in Google Scholar

11. Ng, E. (2012). Forecasting US recessions with various risk factors and dynamic probit models, Journal of Macroeconomics, 34, 112-125.10.1016/j.jmacro.2011.11.001Search in Google Scholar

12. Nyberg, H. (2010). Dynamic probit models and financial variables in recession forecasting, Journal of Forecasting, 29, 215-230.10.1002/for.1161Search in Google Scholar

Empfohlene Artikel von Trend MD

Planen Sie Ihre Fernkonferenz mit Scienceendo