Mostrando 4 resultados de: 4
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Publisher
International Journal of Forecasting(1)
Journal of the Japanese and International Economies(1)
Quantitative Finance(1)
Wirtschaftsdienst(1)
Área temáticas
Economía(3)
Economía financiera(3)
Probabilidades y matemática aplicada(3)
Contabilidad(1)
Producción(1)
Área de conocimiento
Crecimiento económico(1)
Origen
scopus(4)
For a More Economics-Based Foundation of Trend-TFP in the Estimation of Potential Output
OtherAbstract: In the production function-based approach proposed by the European Commission for the estimation ofPalabras claves:Autores:Christian R. ProãnoFuentes:scopusEvaluating the pbkp_redicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan
ArticleAbstract: We investigate the probability forecasting performance of a three-regime dynamic ordered probit econPalabras claves:forecasting, Recession, ROC, StagnationAutores:Christian R. Proãno, Tarassow A.Fuentes:scopusDissecting the financial cycle with dynamic factor models
ArticleAbstract: The analysis of the financial cycle and its interaction with the macroeconomy has become a central iPalabras claves:Dynamic factor model, dynamic probit models, early warning systems, Financial cycle, Granger causality, Recession forecastingAutores:Christian R. Proãno, Menden C.Fuentes:scopusPbkp_redicting recessions with a composite real-time dynamic probit model
ArticleAbstract: In this paper we propose a composite indicator for real-time recession forecasting based on alternatPalabras claves:Dynamic binary choice models, Out-of-sample forecasting, real-time econometrics, Yield curveAutores:Christian R. Proãno, Theobald T.Fuentes:scopus