Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis
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More about this item
KeywordsBusiness Cycle; Leading Indicators; Macroeconomic Forecasting; Markov Switching;
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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