Forecasting recessions: can we do better on MARS?
Download full text from publisher
References listed on IDEAS
- Bernard, Henri & Gerlach, Stefan, 1998.
"Does the Term Structure Predict Recessions? The International Evidence,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 3(3), pages 195-215, July.
- Henri Bernard & Stefan Gerlach, 1996. "Does the term structure predict recessions? The international evidence," BIS Working Papers 37, Bank for International Settlements.
- Bernard, Henri J & Gerlach, Stefan, 1998. "Does the Term Structure Predict Recessions? The International Evidence," CEPR Discussion Papers 1892, C.E.P.R. Discussion Papers.
- Atta-Mensah, Joseph & Tkacz, Greg, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Staff Working Papers 98-5, Bank of Canada.
- Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon & Andrada-Felix, Julian, 1999.
"Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS,"
International Journal of Forecasting,
Elsevier, vol. 15(4), pages 383-392, October.
- Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, "undated". "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA.
- Benjamin M. Friedman & Kenneth N. Kuttner, 1998.
"Indicator Properties Of The Paper-Bill Spread: Lessons From Recent Experience,"
The Review of Economics and Statistics,
MIT Press, vol. 80(1), pages 34-44, February.
- Benjamin M. Friedman & Kenneth N. Kuttner, 1994. "Indicator Properties of the Paper-Bill Spread: Lessons from Recent Experiences," NBER Working Papers 4969, National Bureau of Economic Research, Inc.
- Benjamin M. Friedman & Kenneth N. Kuttner, 1994. "Indicator properties of the paper-bill spread: lessons from recent experience," Working Paper Series, Macroeconomic Issues 94-24, Federal Reserve Bank of Chicago.
- Michael J. Dueker, 1997. "Strengthening the case for the yield curve as a predictor of U.S. recessions," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 41-51.
- De Gooijer, Jan G. & Ray, Bonnie K. & Krager, Horst, 1998. "Forecasting exchange rates using TSMARS," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 513-534, June.
- Enders, Walter & Granger, Clive W J, 1998.
"Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 16(3), pages 304-311, July.
- Enders, Walter & Granger, C. W. J., 1998. "Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates," Staff General Research Papers Archive 1388, Iowa State University, Department of Economics.
- Tom Doan, "undated". "RATS programs to replicate Enders/Granger JBES(1998)on threshold unit roots," Statistical Software Components RTZ00054, Boston College Department of Economics.
- Cao, Liangyue & Soofi, Abdol S., 1999. "Nonlinear deterministic forecasting of daily dollar exchange rates," International Journal of Forecasting, Elsevier, vol. 15(4), pages 421-430, October.
- Granger, Clive W J, 1995. "Modelling Nonlinear Relationships between Extended-Memory Variables," Econometrica, Econometric Society, vol. 63(2), pages 265-279, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sephton, Peter & Mann, Janelle, 2013. "Further evidence of an Environmental Kuznets Curve in Spain," Energy Economics, Elsevier, vol. 36(C), pages 177-181.
- Pedro N. Rodriguez & Arnulfo Rodriguez, 2006. "Understanding and predicting sovereign debt rescheduling: a comparison of the areas under receiver operating characteristic curves," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(7), pages 459-479.
- Sergey V. Smirnov & Nikolai V. Kondrashov & Anna V. Petronevich, 2016. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," HSE Working papers WP BRP 122/EC/2016, National Research University Higher School of Economics.
- David Jamieson Bolder & Tiago Rubin, 2007.
"Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis,"
Staff Working Papers
07-14, Bank of Canada.
- David Jamieson Bolder & Tiago Rubin, 2007. "Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis," Staff Working Papers 07-13, Bank of Canada.
- Peter Sephton, 2005. "Forecasting inflation using the term structure and MARS," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 199-202.
- Sharda, V.N. & Patel, R.M. & Prasher, S.O. & Ojasvi, P.R. & Prakash, Chandra, 2006. "Modeling runoff from middle Himalayan watersheds employing artificial intelligence techniques," Agricultural Water Management, Elsevier, vol. 83(3), pages 233-242, June.
- repec:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0014-9 is not listed on IDEAS
- K. Batu Tunay, 2010. "Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 4(1), pages 9-46.
- repec:eee:appene:v:209:y:2018:i:c:p:79-94 is not listed on IDEAS
- Pons Novell, J., 2002. "Ciclo de la economía española y contenido informativo de los tipos de interés," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 583-598, Diciembre.
- repec:eee:eneeco:v:71:y:2018:i:c:p:273-281 is not listed on IDEAS
- David Jamieson Bolder & Yuliya Romanyuk, 2008. "Combining Canadian Interest-Rate Forecasts," Staff Working Papers 08-34, Bank of Canada.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedlrv:y:2001:i:mar:p:39-49:n:v.83no.2. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Anna Oates). General contact details of provider: http://edirc.repec.org/data/frbslus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.