Work

Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model

Year: 2020

Type: article

Source: International Journal of Forecasting

DOI: 10.1016/j.ijforecast.2019.09.005

Authors: Kai Carstensen, Markus Heinrich, Magnus Reif, Maik H. Wolters

Institutions: Christian-Albrechts-Universität zu Kiel, Ludwig-Maximilians-Universität München, Goethe University Frankfurt, Kiel Institute for the World Economy

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3023680280

FWCI: 3.839

Cites: 66

Cited by: 40

Related to: 10