Forecasting US recessions: The role of economic uncertainty
نویسندگان
چکیده
منابع مشابه
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Dynamic latent factors estimated from panels of macroeconomic indicators are used to predict future NBER recession dates. Three monthly macro factors are considered: (1) a bond and exchange rates factor extracted from 22 financial time series; (2) a stock market factor extracted from 4 stock market indicators; (3) a real factor extracted from 4 macroeconomic time series. Three main results emer...
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ژورنال
عنوان ژورنال: Economics Letters
سال: 2020
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2020.109302