Prediction of the start of next recession

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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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Bibliographic Details
Main Authors:	Pooi, Ah Hin *, Koh, You Beng
Format:	Article
Language:	English
Published:	Billion Brains 2016
Subjects:	HF5601 Accounting HG Finance
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

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