
03
14:15 - 15:45
IWH Research Seminar
JUL
2017
14:15 - 15:45
Predicting Ordinary and Severe Recessions with a Three-state Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle
We estimate a Markow-switching dynamic factor model with three states based on six leading business cycle indicators for Germany preselected from a broader set using the Elastic Net softthresholding rule.
Who
(Friedrich Schiller University Jena)
Where
Whom to contact

Economist
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