메뉴 건너뛰기




Volumn 32, Issue 2, 2016, Pages 374-390

Forecasting global recessions in a GVAR model of actual and expected output

Author keywords

Cross country interactions; Forecast evaluation; Global and national recession; Probability forecasts; Survey expectations

Indexed keywords


EID: 84955273681     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2015.08.004     Document Type: Article
Times cited : (5)

References (31)
  • 2
    • 84862620070 scopus 로고    scopus 로고
    • Information, animal spirits, and the meaning of innovations in consumer confidence
    • Barsky R.B., Sims E.R. Information, animal spirits, and the meaning of innovations in consumer confidence. American Economic Review 2012, 102(4):1343-1377.
    • (2012) American Economic Review , vol.102 , Issue.4 , pp. 1343-1377
    • Barsky, R.B.1    Sims, E.R.2
  • 4
    • 33645466942 scopus 로고    scopus 로고
    • Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts
    • Clements M. Evaluating the survey of professional forecasters probability distributions of expected inflation based on derived event probability forecasts. Empirical Economics 2006, 31:49-64.
    • (2006) Empirical Economics , vol.31 , pp. 49-64
    • Clements, M.1
  • 5
    • 84859767408 scopus 로고    scopus 로고
    • What can survey forecasts tell us about information rigidities?
    • Coibion O., Gorodnichenko Y. What can survey forecasts tell us about information rigidities?. Journal of Political Economy 2012, 120(1):116-159.
    • (2012) Journal of Political Economy , vol.120 , Issue.1 , pp. 116-159
    • Coibion, O.1    Gorodnichenko, Y.2
  • 6
    • 78650621668 scopus 로고    scopus 로고
    • What are the driving forces of international business cycles?
    • Crucini M., Kose A., Otrok C. What are the driving forces of international business cycles?. Review of Economic Dynamics 2011, 14(1):156-175.
    • (2011) Review of Economic Dynamics , vol.14 , Issue.1 , pp. 156-175
    • Crucini, M.1    Kose, A.2    Otrok, C.3
  • 9
    • 77049087780 scopus 로고    scopus 로고
    • Investing under model uncertainty: decision based evaluation of exchange rate forecasts in the US, UK and Japan
    • Garratt A., Lee K. Investing under model uncertainty: decision based evaluation of exchange rate forecasts in the US, UK and Japan. Journal of International Money and Finance 2010, 29(3):403-422.
    • (2010) Journal of International Money and Finance , vol.29 , Issue.3 , pp. 403-422
    • Garratt, A.1    Lee, K.2
  • 11
    • 58949089531 scopus 로고    scopus 로고
    • Real time representations of the UK output gap in the presence of model uncertainty
    • Garratt A., Lee K., Mise E., Shields K. Real time representations of the UK output gap in the presence of model uncertainty. International Journal of Forecasting 2009, 25:81-102.
    • (2009) International Journal of Forecasting , vol.25 , pp. 81-102
    • Garratt, A.1    Lee, K.2    Mise, E.3    Shields, K.4
  • 14
    • 84955245428 scopus 로고    scopus 로고
    • Economic sentiment, international interdependence and output dynamics in the G7.
    • University of Nottingham, October.
    • Garratt, A., Lee, K., & Shields, K. (2013). Economic sentiment, international interdependence and output dynamics in the G7. Mimeo. University of Nottingham, October.
    • (2013) Mimeo.
    • Garratt, A.1    Lee, K.2    Shields, K.3
  • 15
    • 33750536645 scopus 로고    scopus 로고
    • Tests of conditional predictive ability
    • Giacomini R., White H. Tests of conditional predictive ability. Econometrica 2006, 74:1545-1578.
    • (2006) Econometrica , vol.74 , pp. 1545-1578
    • Giacomini, R.1    White, H.2
  • 16
    • 67649344277 scopus 로고    scopus 로고
    • Forecasting and decision theory
    • Elsevier, (Chapter 2), G. Elliott, G. C.W.J., A. Timmermann (Eds.)
    • Granger C.W.J., Machina M. Forecasting and decision theory. Handbook of economic forecasting. Vol. 1 2006, 81-98. Elsevier, (Chapter 2). G. Elliott, G. C.W.J., A. Timmermann (Eds.).
    • (2006) Handbook of economic forecasting. Vol. 1 , pp. 81-98
    • Granger, C.W.J.1    Machina, M.2
  • 17
    • 34249279790 scopus 로고    scopus 로고
    • How far ahead can we forecast? Evidence from cross-country surveys
    • Isiklar G., Lahiri K. How far ahead can we forecast? Evidence from cross-country surveys. International Journal of Forecasting 2007, 23:167-187.
    • (2007) International Journal of Forecasting , vol.23 , pp. 167-187
    • Isiklar, G.1    Lahiri, K.2
  • 19
    • 79953274312 scopus 로고    scopus 로고
    • From recession to recovery: how soon and how strong?
    • (Chapter 3)
    • Kannan P., Scott A., Terrones M.E. From recession to recovery: how soon and how strong?. IMF world economic outlook 2009, 103-138. (Chapter 3).
    • (2009) IMF world economic outlook , pp. 103-138
    • Kannan, P.1    Scott, A.2    Terrones, M.E.3
  • 20
    • 3042673957 scopus 로고    scopus 로고
    • International business cycles: world, region, and country-specific factors
    • Kose A., Otrok C., Whiteman C.H. International business cycles: world, region, and country-specific factors. American Economic Review 2003, 93(4):1216-1239.
    • (2003) American Economic Review , vol.93 , Issue.4 , pp. 1216-1239
    • Kose, A.1    Otrok, C.2    Whiteman, C.H.3
  • 22
    • 33845530150 scopus 로고    scopus 로고
    • The value of probability forecasts as predictors of cyclical downturns
    • Lahiri K., Wang J.G. The value of probability forecasts as predictors of cyclical downturns. Applied Economics Letters 2007, 14:11-14.
    • (2007) Applied Economics Letters , vol.14 , pp. 11-14
    • Lahiri, K.1    Wang, J.G.2
  • 23
    • 84868641858 scopus 로고    scopus 로고
    • Evaluating probability forecasts for GDP declines using alternative methodologies
    • Lahiri K., Wang J.G. Evaluating probability forecasts for GDP declines using alternative methodologies. International Journal of Forecasting 2013, 29:175-190.
    • (2013) International Journal of Forecasting , vol.29 , pp. 175-190
    • Lahiri, K.1    Wang, J.G.2
  • 25
    • 79952677642 scopus 로고    scopus 로고
    • Decision-making in hard times: what is a recession, why do we care and when do we know we are in one?
    • Lee K., Shields K. Decision-making in hard times: what is a recession, why do we care and when do we know we are in one?. North American Journal of Economics and Finance 2011, 22(1):43-60.
    • (2011) North American Journal of Economics and Finance , vol.22 , Issue.1 , pp. 43-60
    • Lee, K.1    Shields, K.2
  • 26
    • 0037251829 scopus 로고    scopus 로고
    • Identifying the common component of international economic fluctuations: a new approach
    • Lumsdaine R.L., Prasad E.S. Identifying the common component of international economic fluctuations: a new approach. The Economic Journal 2003, 113:101-127.
    • (2003) The Economic Journal , vol.113 , pp. 101-127
    • Lumsdaine, R.L.1    Prasad, E.S.2
  • 28
  • 29
    • 84954220021 scopus 로고    scopus 로고
    • Decision-based methods for forecast evaluation
    • Basil Blackwell, Oxford, M.P. Clements, D.F. Hendry (Eds.)
    • Pesaran M.H., Skouras S. Decision-based methods for forecast evaluation. A companion to economic forecasting 2002, 241-267. Basil Blackwell, Oxford. M.P. Clements, D.F. Hendry (Eds.).
    • (2002) A companion to economic forecasting , pp. 241-267
    • Pesaran, M.H.1    Skouras, S.2
  • 31
    • 20744449302 scopus 로고    scopus 로고
    • On the dynamics of business cycle analysis: editors' introduction
    • van Dijk D., van Dijk H., Frances P.H. On the dynamics of business cycle analysis: editors' introduction. Journal of Applied Econometrics 2005, 20(2):147-150.
    • (2005) Journal of Applied Econometrics , vol.20 , Issue.2 , pp. 147-150
    • van Dijk, D.1    van Dijk, H.2    Frances, P.H.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.