Forecasting global recessions in a GVAR model of actual and expected output

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Forecasting global recessions in a GVAR model of actual and expected output

We compare a Global VAR model of actual and expected outputs with alternative models to assess the role of cross-country interdependencies and conﬁdence in forecasting. Forecast performance is judged on point and density forecasts of growth, on probability forecasts of the occurrence of national and...

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Bibliographic Details
Main Authors:	Garratt, Anthony, Lee, Kevin, Shields, Kalvinder
Format:	Article
Published:	Elsevier 2016
Subjects:	Cross-country interactions Survey expectations Probability Forecasts Global and National Recession Forecast evaluation
Online Access:	https://eprints.nottingham.ac.uk/29935/

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