메뉴 건너뛰기




Volumn 41, Issue 2, 2006, Pages 26-37

Subjective probability forecasts for recessions

Author keywords

Cycles; Forecasting; GDP; Probability; Recessiong

Indexed keywords


EID: 37849188433     PISSN: 0007666X     EISSN: 0007666X     Source Type: Journal    
DOI: 10.2145/20060204     Document Type: Article
Times cited : (15)

References (30)
  • 1
    • 37949040551 scopus 로고    scopus 로고
    • Improving the accuracy of recent survey forecasts of the T-bill rate
    • Baghestani, H. 2005 "Improving the Accuracy of Recent Survey Forecasts of the T-bill Rate." Business Economics. 40: 2, pp. 36-40.
    • (2005) Business Economics , vol.40 , Issue.2 , pp. 36-40
    • Baghestani, H.1
  • 2
    • 0036150715 scopus 로고    scopus 로고
    • Ratings migration and the business cycle, with application to credit portfolio stress testing
    • Bangia, A., F. X. Diebold, A. Kronimus, C. Schagen, and T. Schuermann. 2002. "Ratings Migration and the Business Cycle, with Application to Credit Portfolio Stress Testing." Journal of Banking and Finance. 26, pp. 445-474.
    • (2002) Journal of Banking and Finance , vol.26 , pp. 445-474
    • Bangia, A.1    Diebold, F.X.2    Kronimus, A.3    Schagen, C.4    Schuermann, T.5
  • 3
    • 84980149346 scopus 로고
    • A case study of expert judgment: Economists' probabilities versus base rate model forecasts
    • Braun, P. and I. Yaniv. 1992. "A Case Study of Expert Judgment: Economists' Probabilities versus Base Rate Model Forecasts." Journal of Behavioral Decision Making. 5, pp. 217-231.
    • (1992) Journal of Behavioral Decision Making , vol.5 , pp. 217-231
    • Braun, P.1    Yaniv, I.2
  • 4
    • 0036105157 scopus 로고    scopus 로고
    • A guide to choosing absolute bank capital requirements
    • Carey, M. 2002. "A Guide to Choosing Absolute Bank Capital Requirements." Journal of Banking and Finance. 26, pp. 929-951.
    • (2002) Journal of Banking and Finance , vol.26 , pp. 929-951
    • Carey, M.1
  • 6
  • 7
    • 0040231139 scopus 로고
    • Turning point prediction with the composite leading index: An ex ante analysis
    • K. Lahiri and G.H. Moore (eds.), Cambridge: Cambridge University Press
    • _. 1991. "Turning Point Prediction with the Composite Leading Index: An Ex Ante Analysis," in K. Lahiri and G.H. Moore (eds.), Leading Economic Indicators: New Approaches and Forecasting Records. Cambridge: Cambridge University Press, pp. 231-256.
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 231-256
  • 8
    • 0000603228 scopus 로고
    • On summary measures of skill in rare event forecasting based on contingency tables
    • Doswell, C. A., R. Davies-Jones, and D. L. Keller. 1990. "On Summary Measures of Skill in Rare Event Forecasting Based on Contingency Tables." Weather and Forecasting. 5, pp. 576-585.
    • (1990) Weather and Forecasting , vol.5 , pp. 576-585
    • Doswell, C.A.1    Davies-Jones, R.2    Keller, D.L.3
  • 10
    • 37949035326 scopus 로고    scopus 로고
    • The 2001 US recession: What did the recession prediction models tell Us?
    • March
    • _. 2004. "The 2001 US Recession: What Did the Recession Prediction Models Tell Us?" Bank of International Settlements, BIS Working Paper. No 148, March.
    • (2004) Bank of International Settlements, BIS Working Paper. No 148
  • 11
    • 0000777506 scopus 로고    scopus 로고
    • Why did the forecasting fail to predict the 1990 recession?
    • Fintzen, D. and H. O. Stekler. 1999. "Why Did the Forecasting Fail to Predict the 1990 Recession?" International Journal of Forecasting. 15, pp. 309-323.
    • (1999) International Journal of Forecasting , vol.15 , pp. 309-323
    • Fintzen, D.1    Stekler, H.O.2
  • 12
    • 0040898814 scopus 로고    scopus 로고
    • Is a group of forecasters better than one? Than none?
    • Graham, H. R. 1996. "Is a Group of Forecasters Better Than One? Than None?" Journal of Business. 69: 2, pp. 193-232.
    • (1996) Journal of Business , vol.69 , Issue.2 , pp. 193-232
    • Graham, H.R.1
  • 13
    • 0000109477 scopus 로고    scopus 로고
    • Economic and statistical measures of forecast accuracy
    • Granger, C. W. and M. H. Pesaran. 2000. "Economic and Statistical Measures of Forecast Accuracy." Journal of Forecasting. 19, pp. 537-560.
    • (2000) Journal of Forecasting , vol.19 , pp. 537-560
    • Granger, C.W.1    Pesaran, M.H.2
  • 14
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton, J. D. 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle." Econometrica. 57, pp. 375-384.
    • (1989) Econometrica , vol.57 , pp. 375-384
    • Hamilton, J.D.1
  • 15
    • 0040671473 scopus 로고    scopus 로고
    • Further cross-country evidence on the accuracy of the private sector output forecasts
    • Juhn, G. and P. Loungani. 2002. "Further Cross-Country Evidence on the Accuracy of the Private Sector Output Forecasts." IMF Staff Papers. 49, pp. 49-64.
    • (2002) IMF Staff Papers , vol.49 , pp. 49-64
    • Juhn, G.1    Loungani, P.2
  • 16
    • 58149417364 scopus 로고
    • On the psychology of prediction
    • Kahnemann, D. and A. Tversky. 1973. "On the Psychology of Prediction." Psychological Review. 80, pp. 237-251.
    • (1973) Psychological Review , vol.80 , pp. 237-251
    • Kahnemann, D.1    Tversky, A.2
  • 17
    • 84979445409 scopus 로고
    • Predicting cyclical turning points with leading index in a Markov switching model
    • Lahiri, K and J. G. Wang. 1994. "Predicting Cyclical Turning Points with Leading Index in a Markov Switching Model." Journal of Forecasting, pp. 245-263.
    • (1994) Journal of Forecasting , pp. 245-263
    • Lahiri, K.1    Wang, J.G.2
  • 18
    • 33847385360 scopus 로고
    • Scalar and vector partitions of the probability score: Part I. Two-state situation
    • Murphy, A. 1972. "Scalar and Vector Partitions of the Probability Score: Part I. Two-state Situation." Journal of Applied Meteorology. 11, pp. 273-282.
    • (1972) Journal of Applied Meteorology , vol.11 , pp. 273-282
    • Murphy, A.1
  • 19
    • 0000358005 scopus 로고
    • Probabilities, odds, and forecasters of rare events
    • Murphy, A. H. 1991. "Probabilities, Odds, and Forecasters of Rare Events." Weather and Forecasting. 6, pp. 302-306.
    • (1991) Weather and Forecasting , vol.6 , pp. 302-306
    • Murphy, A.H.1
  • 20
    • 37949034906 scopus 로고
    • Evaluation of probability forecasts of events
    • Ogata, Y. 1995. "Evaluation of Probability Forecasts of Events." International Journal of Forecasting. 11, pp. 539-541.
    • (1995) International Journal of Forecasting , vol.11 , pp. 539-541
    • Ogata, Y.1
  • 21
    • 0029481129 scopus 로고
    • Statistical features of foreshocks in comparison with other earthquake clusters
    • Ogata, Y., T. Utsu, and K. Katsura. 1994. "Statistical Features of Foreshocks in Comparison with Other Earthquake Clusters." Geophysical Journal International. 121, pp. 233-254.
    • (1994) Geophysical Journal International , vol.121 , pp. 233-254
    • Ogata, Y.1    Utsu, T.2    Katsura, K.3
  • 22
    • 0033924470 scopus 로고    scopus 로고
    • Use of the 'odds ratio' for diagnosing forecast skill
    • Stephenson, D.B. 2000. "Use of the 'Odds Ratio' for Diagnosing Forecast Skill." Weather and Forecasting. 15, pp. 221-232.
    • (2000) Weather and Forecasting , vol.15 , pp. 221-232
    • Stephenson, D.B.1
  • 23
    • 33845285960 scopus 로고
    • A probability model of the coincident economic indicators
    • K. Lahiri and G.H. Moore (eds.), Cambridge: Cambridge University Press
    • Stock, J. H. and M. W. Watson. 1991. "A Probability Model of the Coincident Economic Indicators" in K. Lahiri and G.H. Moore (eds.), Leading Economic Indicators: New Approaches and Forecasting Records. Cambridge: Cambridge University Press, pp. 63-85.
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 63-85
    • Stock, J.H.1    Watson, M.W.2
  • 24
    • 0002669343 scopus 로고
    • A procedure for predicting recessions with leading indicators: Econometric issues and recent experience
    • J.H. Stock and M.W. Watson (eds.), Chicago: University of Chicago Press
    • _. 1993. "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience." in J.H. Stock and M.W. Watson (eds.), New Research on Business Cycles, Indicators, and Forecasting, Chicago: University of Chicago Press, pp. 95-153.
    • (1993) New Research on Business Cycles, Indicators, and Forecasting , pp. 95-153
  • 25
    • 37949019021 scopus 로고    scopus 로고
    • How did leading indicator forecasts perform during the 2001 recession?
    • _. 2003. "How Did Leading Indicator Forecasts Perform During the 2001 Recession?" Federal Reserve Bank of Richmond Economic Quarterly. 89: 3, pp. 71-90.
    • (2003) Federal Reserve Bank of Richmond Economic Quarterly , vol.89 , Issue.3 , pp. 71-90
  • 27
    • 0001107693 scopus 로고
    • External correspondence: Decompositions of the mean probability score
    • Yates, J. F. 1982. "External Correspondence: Decompositions of the Mean Probability Score." Organizational Behavior and Human Performance. 30, pp. 132-156.
    • (1982) Organizational Behavior and Human Performance , vol.30 , pp. 132-156
    • Yates, J.F.1
  • 28
    • 0002278536 scopus 로고
    • Subjective probability accuracy analysis
    • G. Wright and P. Ayton (eds.), Chichester, UK: John Wiley
    • _. 1994. "Subjective Probability Accuracy Analysis," in G. Wright and P. Ayton (eds.), Subjective Probability. Chichester, UK: John Wiley, pp. 381-410.
    • (1994) Subjective Probability , pp. 381-410
  • 29
    • 84984488684 scopus 로고
    • Conditional distribution analysis of probabilistic forecasts
    • Yates, J. F. and S. P. Curley. 1985. "Conditional Distribution Analysis of Probabilistic Forecasts." Journal of Forecasting. 4, pp. 61-73.
    • (1985) Journal of Forecasting , vol.4 , pp. 61-73
    • Yates, J.F.1    Curley, S.P.2
  • 30
    • 0347472102 scopus 로고
    • Forecasting turning points in international growth rates using bayesian exponentially weighted autoregression, time varying parameter, and pooling techniques
    • Zellner, A., C. Hong, and C-K. Min. 1991. "Forecasting Turning Points in International Growth Rates Using Bayesian Exponentially Weighted Autoregression, Time Varying Parameter, and Pooling Techniques." Journal of Econometrics. 49, pp. 275-304.
    • (1991) Journal of Econometrics , vol.49 , pp. 275-304
    • Zellner, A.1    Hong, C.2    Min, C.-K.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.