An approach for identifying and predicting economic recessions in real-time using time-frequency functional models

Applied Stochastic Models in Business and Industry

Volumn 28, Issue 6, 2012, Pages 485-499

  Holan, Scott H ^a   Yang, Wen Hsi ^b   Matteson, David S ^a   Wikle, Christopher K ^a  

^a UNIVERSITY OF MISSOURI   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

Bayesian model averaging; business cycles; empirical orthogonal functions; functional data; MIDAS; spectrogram; stochastic search variable selection

Indexed keywords

BAYESIAN MODEL AVERAGING; BUSINESS CYCLES; EMPIRICAL ORTHOGONAL FUNCTION; FUNCTIONAL DATAS; MIDAS; SPECTROGRAMS; VARIABLE SELECTION;

BAYESIAN NETWORKS; ECONOMICS; EXPANSION; FEATURE EXTRACTION; ORTHOGONAL FUNCTIONS; PUBLIC POLICY; REGRESSION ANALYSIS; SPECTROGRAPHS; STOCHASTIC SYSTEMS;

FORECASTING;

EID: 84871840976     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.1954     Document Type: Article

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