Predicting Recessions with Factor Linear Dynamic Harmonic Regressions

Author:

Bujosa Marcos1,García-Ferrer Antonio2,de Juan Aránzazu2

Affiliation:

1. Departamento de Fundamentos del Análisis Económico II; Universidad Complutense de Madrid; Spain

2. Departamento de Análisis Económico: Economía cuantitativa; Universidad Autónoma de Madrid; Spain

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference50 articles.

1. Real-time measurement of business conditions;Arouba;Journal of Business and Economic Statistics,2009

2. Determining the number of factors in approximate factor models;Bai;Journal of Econometrics,2008

3. Measuring business cycles: approximate band-pass filters for economic time series;Baxter;Review of Economics and Statistics,1999

4. Are more data always better for factor analysis;Boivin;Journal of Econometrics,2006

5. Dating turning points in the business cycle;Boldin;Journal of Business,1994

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