TY  - GEN
EP  - 8
ID  - heidok18381
CY  - Heidelberg
T3  - Discussion Paper Series, University of Heidelberg, Department of Economics
N2  - 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.
UR  - https://archiv.ub.uni-heidelberg.de/volltextserver/18381/
Y1  - 2015/03//
KW  - GVAR
KW  -  recession forecast
KW  -  QPS
KW  -  probability forecast
TI  - Global Prediction of Recessions 
A1  - Dovern, Jonas
A1  - Huber, Florian
AV  - public
ER  -