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
Personal details
Maik Wolters is Professor of Macroeconomics at the Friedrich Schiller University Jena.
Whom to contact
Economist
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