title: Global Prediction of Recessions 
creator: Dovern, Jonas
creator: Huber, Florian
subject: ddc-330
subject: 330 Economics
description: We present evidence that global vectorautoregressive (GVAR) models produce significantly more accurate recession forecasts than country-specific time-series models in a Bayesian framework. This result holds for most countries and forecast horizons as well as for several country groups.
date: 2015-03
type: Working paper
type: info:eu-repo/semantics/workingPaper
type: NonPeerReviewed
format: application/pdf
identifier: https://archiv.ub.uni-heidelberg.de/volltextserverhttps://archiv.ub.uni-heidelberg.de/volltextserver/18381/1/dp585.pdf
identifier: DOI:10.11588/heidok.00018381
identifier: urn:nbn:de:bsz:16-heidok-183811
identifier:   Dovern, Jonas ; Huber, Florian  (2015) Global Prediction of Recessions.  [Working paper]     
relation: https://archiv.ub.uni-heidelberg.de/volltextserver/18381/
rights: info:eu-repo/semantics/openAccess
rights: http://archiv.ub.uni-heidelberg.de/volltextserver/help/license_urhg.html
language: eng