Prediction of the start of next recession
The future value of the binary recession variable is modeled to be dependent on the present and past values of a set of m US economic variables selected from a pool of 14 variables via a conditional distribution which is derived from an -dimensional power-normal distribution. The mean together with...
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| Format: | Article |
| Language: | English |
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Billion Brains
2016
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| Online Access: | http://eprints.sunway.edu.my/431/ http://eprints.sunway.edu.my/431/1/Pooi%20Ah%20Hin%20Prediction%20of%20the%20start%20of%20next%20recession.pdf |
| _version_ | 1848801819812167680 |
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| author | Pooi, Ah Hin * Koh, You Beng |
| author_facet | Pooi, Ah Hin * Koh, You Beng |
| author_sort | Pooi, Ah Hin * |
| building | SU Institutional Repository |
| collection | Online Access |
| description | The future value of the binary recession variable is modeled to be dependent on the present and past values of a set of m US economic variables selected from a pool of 14 variables via a conditional distribution which is derived from an -dimensional power-normal distribution. The mean together with the 2.5% and 97.5% points of the conditional distribution are used to predict the start of the next US recession. When and , some of the models can provide fairly good indicators for the start of the next US recession. |
| first_indexed | 2025-11-14T21:13:31Z |
| format | Article |
| id | sunway-431 |
| institution | Sunway University |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T21:13:31Z |
| publishDate | 2016 |
| publisher | Billion Brains |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | sunway-4312019-03-13T03:30:51Z http://eprints.sunway.edu.my/431/ Prediction of the start of next recession Pooi, Ah Hin * Koh, You Beng HF5601 Accounting HG Finance The future value of the binary recession variable is modeled to be dependent on the present and past values of a set of m US economic variables selected from a pool of 14 variables via a conditional distribution which is derived from an -dimensional power-normal distribution. The mean together with the 2.5% and 97.5% points of the conditional distribution are used to predict the start of the next US recession. When and , some of the models can provide fairly good indicators for the start of the next US recession. Billion Brains 2016-03 Article PeerReviewed text en http://eprints.sunway.edu.my/431/1/Pooi%20Ah%20Hin%20Prediction%20of%20the%20start%20of%20next%20recession.pdf Pooi, Ah Hin * and Koh, You Beng (2016) Prediction of the start of next recession. Journal of Accounting, Finance and Economics, 6 (1). pp. 21-29. ISSN 2200-7970 http://www.jafepapers.com/uploads/2016/March/1462774381_2.%20Ah%20Hin.pdf |
| spellingShingle | HF5601 Accounting HG Finance Pooi, Ah Hin * Koh, You Beng Prediction of the start of next recession |
| title | Prediction of the start of next recession |
| title_full | Prediction of the start of next recession |
| title_fullStr | Prediction of the start of next recession |
| title_full_unstemmed | Prediction of the start of next recession |
| title_short | Prediction of the start of next recession |
| title_sort | prediction of the start of next recession |
| topic | HF5601 Accounting HG Finance |
| url | http://eprints.sunway.edu.my/431/ http://eprints.sunway.edu.my/431/ http://eprints.sunway.edu.my/431/1/Pooi%20Ah%20Hin%20Prediction%20of%20the%20start%20of%20next%20recession.pdf |