Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth
Nonlinear Time Series Analysis of Business Cycles
ISBN: 978-0-44451-838-5, eISBN: 978-1-84950-833-9
Publication date: 8 February 2006
Citation
Clements, M.P. and Galvao, A.B. (2006), "Combining Predictors and Combining Information in Modelling: Forecasting US Recession Probabilities and Output Growth", Milas, C., Rothman, P.A., van Dijk, D. and Wildasin, D.E. (Ed.) Nonlinear Time Series Analysis of Business Cycles (Contributions to Economic Analysis, Vol. 276), Emerald Group Publishing Limited, Leeds, pp. 55-73. https://doi.org/10.1016/S0573-8555(05)76002-8
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited