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Forecasting US recessions: The role of sentiment

Citations

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Cited by:

  1. Aneta Maria Kłopocka, 2017. "Does Consumer Confidence Forecast Household Saving and Borrowing Behavior? Evidence for Poland," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 133(2), pages 693-717, September.
  2. Hashmat Khan & Santosh Upadhayaya, 2020. "Does business confidence matter for investment?," Empirical Economics, Springer, vol. 59(4), pages 1633-1665, October.
  3. Federico Guglielmo Morelli & Michael Benzaquen & Marco Tarzia & Jean-Philippe Bouchaud, 2020. "Confidence collapse in a multihousehold, self-reflexive DSGE model," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 117(17), pages 9244-9249, April.
  4. Barış Soybilgen, 2020. "Identifying US business cycle regimes using dynamic factors and neural network models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 827-840, August.
  5. Hasse, Jean-Baptiste & Lajaunie, Quentin, 2022. "Does the yield curve signal recessions? New evidence from an international panel data analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 9-22.
  6. Fornaro, Paolo, 2015. "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper 62973, University Library of Munich, Germany.
  7. Knut Lehre Seip & Yunus Yilmaz & Michael Schröder, 2019. "Comparing Sentiment- and Behavioral-Based Leading Indexes for Industrial Production: When Does Each Fail?," Economies, MDPI, vol. 7(4), pages 1-18, October.
  8. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
  9. Baghestani, Hamid, 2016. "Do gasoline prices asymmetrically affect US consumers’ economic outlook?," Energy Economics, Elsevier, vol. 55(C), pages 247-252.
  10. Ma, Feng & Guo, Yangli & Luo, Qin & Zhong, Juandan, 2025. "Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach," Journal of International Money and Finance, Elsevier, vol. 154(C).
  11. Hector H. Sandoval & Anita N. Walsh, 2021. "The role of consumer confidence in forecasting consumption, evidence from Florida," Southern Economic Journal, John Wiley & Sons, vol. 88(2), pages 757-788, October.
  12. Hamid Baghestani & Ajalavat Viriyavipart, 2019. "Do factors influencing consumer home-buying attitudes explain output growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 46(5), pages 1104-1115, August.
  13. Nyberg, Henri & Pönkä, Harri, 2016. "International sign predictability of stock returns: The role of the United States," Economic Modelling, Elsevier, vol. 58(C), pages 323-338.
  14. Robert Lehmann & Magnus Reif, 2021. "Predicting the German Economy: Headline Survey Indices Under Test," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 17(2), pages 215-232, November.
  15. Marius M. Mihai, 2020. "Do credit booms predict US recessions?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 887-910, September.
  16. Rachidi Kotchoni & Dalibor Stevanovic, 2020. "GDP Forecast Accuracy During Recessions," Working Papers 20-06, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  17. Harri Pönkä & Markku Stenborg, 2020. "Forecasting the state of the Finnish business cycle," Finnish Economic Papers, Finnish Economic Association, vol. 29(1), pages 81-99, Spring.
  18. Nissilä, Wilma, 2020. "Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland," BoF Economics Review 7/2020, Bank of Finland.
  19. Baumann, Ursel & Gomez-Salvador, Ramon & Seitz, Franz, 2019. "Detecting turning points in global economic activity," Working Paper Series 2310, European Central Bank.
  20. Knut Lehre Seip & Dan Zhang, 2024. "Scoring Six Detrending Methods on Timing, Lead-Lag Relations, and Cycle Periods: An Empirical Study of US and UK Recessions 1977–2020," Computational Economics, Springer;Society for Computational Economics, vol. 64(5), pages 3087-3116, November.
  21. Dalibor Stevanovic & Rachidi Kotchoni, 2016. "Forecasting U.S. Recessions and Economic Activity," CIRANO Working Papers 2016s-36, CIRANO.
  22. Kevin Moran & Simplice Aime Nono, 2016. "Using Confidence Data to Forecast the Canadian Business Cycle," Cahiers de recherche 1606, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  23. Caglayan, Mustafa & Xu, Bing, 2016. "Sentiment volatility and bank lending behavior," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 107-120.
  24. Matthieu Bussière & Stéphane Lhuissier, 2024. "What does an inversion of the yield curve tell us? [Que signifie l’inversion d’une courbe des taux ?]," Bulletin de la Banque de France, Banque de France, issue 250.
  25. Tingting Cheng & Jiachen Cong & Fei Liu & Xuanbin Yang, 2025. "Binary Response Forecasting under a Factor-Augmented Framework," Papers 2507.16462, arXiv.org.
  26. Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner Piazza Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Artur Brasil Fialho Rodrigues, 2023. "Predicting Recessions in (almost) Real Time in a Big-data Setting," Working Papers Series 587, Central Bank of Brazil, Research Department.
  27. Lauri Nevasalmi, 2022. "Recession forecasting with high‐dimensional data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(4), pages 752-764, July.
  28. Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022. "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, vol. 194(C), pages 161-171.
  29. Hwang, Youngjin, 2019. "Forecasting recessions with time-varying models," Journal of Macroeconomics, Elsevier, vol. 62(C).
  30. Sander, Magnus, 2018. "Market timing over the business cycle," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 130-145.
  31. Harri Ponka, 2017. "The Role of Credit in Predicting US Recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 469-482, August.
  32. Oscar Claveria & Enric Monte & Salvador Torra, 2019. "Empirical modelling of survey-based expectations for the design of economic indicators in five European regions," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 46(2), pages 205-227, May.
  33. Martin M. Andreasen & Tom Engsted & Stig V. Møller & Magnus Sander, 2016. "Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia," CREATES Research Papers 2016-26, Department of Economics and Business Economics, Aarhus University.
  34. Min Seong Kim, 2021. "Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data," Working papers 2021-04, University of Connecticut, Department of Economics.
  35. Soybilgen, Baris, 2018. "Identifying US business cycle regimes using dynamic factors and neural network models," MPRA Paper 94715, University Library of Munich, Germany.
  36. Sarah Brown & Mark N. Harris & Christopher Spencer & Karl Taylor, 2024. "Financial Expectations and Household Consumption: Does Middle‐Inflation Matter?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 741-768, June.
  37. Adrian Fernandez‐Perez & Raquel López, 2023. "The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1499-1530, November.
  38. Moench, Emanuel & Stein, Tobias, 2026. "Equity Premium Predictability over the Business Cycle," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 61(3), pages 1216-1246, May.
  39. Sorić, Petar & Lolić, Ivana & Claveria, Oscar & Monte, Enric & Torra, Salvador, 2019. "Unemployment expectations: A socio-demographic analysis of the effect of news," Labour Economics, Elsevier, vol. 60(C), pages 64-74.
  40. Harri Pönkä, 2018. "Sentiment and sign predictability of stock returns," Economics Bulletin, AccessEcon, vol. 38(3), pages 1676-1684.
  41. Bornali Bhandari & Samarth Gupta & Ajaya K. Sahu & K. S. Urs, 2021. "Business sentiments during India’s national lockdown: Lessons for second and potential third wave," Indian Economic Review, Springer, vol. 56(2), pages 335-350, December.
  42. Anna Pestova, 2020. "“Credit view” on monetary policy in Russia," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 57, pages 72-88.
  43. Hamid Baghestani & Polly Palmer, 2017. "On the dynamics of U.S. consumer sentiment and economic policy assessment," Applied Economics, Taylor & Francis Journals, vol. 49(3), pages 227-237, January.
  44. repec:hum:wpaper:sfb649dp2015-020 is not listed on IDEAS
  45. Pankaj C. Patel & Mike Tsionas, 2022. "Macroeconomic Uncertainty and Risk: Collective Optimism of Small-Business Owners," Entrepreneurship Theory and Practice, , vol. 46(5), pages 1402-1422, September.
  46. Baris Soybilgen, 2017. "Identifying Us Business Cycle Regimes Using Factor Augmented Neural Network Models," Working Papers 1703, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
  47. Pönkä, Harri & Zheng, Yi, 2019. "The role of oil prices on the Russian business cycle," Research in International Business and Finance, Elsevier, vol. 50(C), pages 70-78.
  48. Anna Pestova, 2015. "Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia," HSE Working papers WP BRP 94/EC/2015, National Research University Higher School of Economics.
  49. Kevin Moran & Simplice Aimé Nono & Imad Rherrad, 2018. "Forecasting with Many Predictors: How Useful are National and International Confidence Data?," Cahiers de recherche 1814, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
  50. Dimitriou Dimitrios & Pappas Anastasios & Kazanas Thanassis & Kenourgios Dimitris, 2021. "Do confidence indicators lead Greek economic activity?," Bulletin of Applied Economics, Risk Market Journals, vol. 8(2), pages 1-15.
  51. Camila Figueroa S. & Michael Pedersen, 2019. "Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile)," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(3), pages 098-131, December.
  52. Byrne, Joseph P. & Lorusso, Marco & Xu, Bing, 2019. "Oil prices, fundamentals and expectations," Energy Economics, Elsevier, vol. 79(C), pages 59-75.
  53. Čižmešija Mirjana & Lukač Zrinka & Novoselec Tomislav, 2019. "Nonlinear optimisation approach to proposing novel Croatian Industrial Confidence Indicator," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 5(2), pages 17-26, December.
  54. Liu, Jingzhen & Kemp, Alexander, 2019. "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, vol. 81(C), pages 672-686.
  55. Beetsma, Roel & Furtuna, Oana & Giuliodori, Massimo & Mumtaz, Haroon, 2017. "Revenue- versus spending-based fiscal consolidation announcements: follow-up, multipliers and confidence," CEPR Discussion Papers 12133, Centre for Economic Policy Research.
  56. Joseph P. Byrne & Marco Lorusso & Bing Xu, 2017. "Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations," CEERP Working Paper Series 006, Centre for Energy Economics Research and Policy, Heriot-Watt University.
  57. Shyam Gouri Suresh & Mark Setterfield, 2015. "Firm performance, macroeconomic conditions, and “animal spirits” in a Post Keynesian model of aggregate fluctuations," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 38(1), pages 38-63, July.
  58. Hansen, Anne Lundgaard, 2024. "Predicting recessions using VIX–yield curve cycles," International Journal of Forecasting, Elsevier, vol. 40(1), pages 409-422.
  59. Lee, Tsung-Hsien Michael & Chen, Wenjuan, 2015. "Is there an asymmetric impact of housing on output?," SFB 649 Discussion Papers 2015-020, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  60. Yang Aijun & Xiang Ju & Yang Hongqiang & Lin Jinguan, 2018. "Sparse Bayesian Variable Selection in Probit Model for Forecasting U.S. Recessions Using a Large Set of Predictors," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 1123-1138, April.
  61. Beetsma, Roel & Furtuna, Oana & Giuliodori, Massimo, 2018. "Revenue- versus spending-based consolidation plans: the role of follow-up," Working Paper Series 2178, European Central Bank.
  62. Máximo Camacho & Gonzalo Palmieri, 2021. "Evaluating the OECD’s main economic indicators at anticipating recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 80-93, January.
  63. Baghestani, Hamid & AbuAl-Foul, Bassam M., 2017. "Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth," Journal of Economics and Business, Elsevier, vol. 89(C), pages 47-56.
  64. Mikhail E. MAMONOV, Anna A. PESTOVA, 2020. "Digital Transformation of Capital Market Infrastructure," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, pages 1-30, October.
  65. Huiwen Lai & Eric C. Y. Ng, 2020. "On business cycle forecasting," Frontiers of Business Research in China, Springer, vol. 14(1), pages 1-26, December.
  66. Erik Christian Montes Schütte, 2018. "In Search of a Job: Forecasting Employment Growth in the US using Google Trends," CREATES Research Papers 2018-25, Department of Economics and Business Economics, Aarhus University.
  67. Hamid Baghestani, 2017. "Do US consumer survey data help beat the random walk in forecasting mortgage rates?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1343017-134, January.
  68. Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024. "Predicting Bond Return Predictability," Management Science, INFORMS, vol. 70(2), pages 931-951, February.
  69. Philip Rademacher, 2025. "Forecasting Recessions in Germany with Feature Selection and Machine Learning," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 21(2), pages 119-157, December.
  70. Melanie Koch & Thomas Scheiber, 2022. "Household savings in CESEE: expectations, experiences and common predictors," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1/22, pages 29-54.
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