Recession forecasting using Bayesian classification
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DOI: 10.18651/RWP2016-06
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References listed on IDEAS
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Cited by:
- Alexander James & Yaser S. Abu-Mostafa & Xiao Qiao, 2019. "Nowcasting Recessions using the SVM Machine Learning Algorithm," Papers 1903.03202, arXiv.org, revised Jun 2019.
- Heiberger, Raphael H., 2018. "Predicting economic growth with stock networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 489(C), pages 102-111.
- Zihao Wang & Kun Li & Steve Q. Xia & Hongfu Liu, 2021. "Economic Recession Prediction Using Deep Neural Network," Papers 2107.10980, arXiv.org.
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More about this item
Keywords
Forecasting; Naïve Bayes model; Recession;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-10-09 (Econometrics)
- NEP-FOR-2016-10-09 (Forecasting)
- NEP-MAC-2016-10-09 (Macroeconomics)
- NEP-ORE-2016-10-09 (Operations Research)
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