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About Forecasting Stock Market Recessions in The USA
The document discusses forecasting stock market recessions in the US using different identification approaches and predictive modeling. It first identifies stock market regimes using three techniques and then predicts recessions in the S&P 500 using macro-financial variables and different modeling approaches. The results suggest that several variables are suitable for forecasting recessions and models using principal components provide improved forecasts.
Detailed Information
| Author: | ['noname'] |
|---|---|
| Publication Year: | 2020 |
| Pages: | 60 |
| Language: | English |
| Format: | |
| Price: | FREE |
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