Global prediction of recessions

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 133
Issue: C
Pages: 81-84

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We present evidence that global vectorautoregressive (GVAR) models produce 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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:133:y:2015:i:c:p:81-84
Journal Field
General
Author Count
2
Added to Database
2026-01-25