Predicting Recessions; A New Approach for Identifying Leading Indicators and Forecast Combinations
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Cang, Shuang & Yu, Hongnian, 2014. "A combination selection algorithm on forecasting," European Journal of Operational Research, Elsevier, vol. 234(1), pages 127-139.
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More about this item
KeywordsBusiness cycles; Leading indicators; forecast encompassing; forecast combination; forecasting; recessions; probability; significance level; significance levels; Multiple or Simultaneous Equation Models: General; Multiple or Simultaneous Equation Models: Time-Series Models; Model Evaluation and Selection; Forecasting and Other Model Applications; Prices; Business Fluctuations; and Cycles: Forecasting and Simulation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-11-28 (All new papers)
- NEP-CBA-2011-11-28 (Central Banking)
- NEP-CMP-2011-11-28 (Computational Economics)
- NEP-ECM-2011-11-28 (Econometrics)
- NEP-FOR-2011-11-28 (Forecasting)
- NEP-MAC-2011-11-28 (Macroeconomics)
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