The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach

The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach

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Bibliographic Details
Main Authors: Mehmet Balcilar, Rangan Gupta, Mawuli Segnon
Format: Article
Language:English
Published: De Gruyter 2016-03-01
Series:Economics : the Open-Access, Open-Assessment e-Journal
Online Access:http://www.economics-ejournal.org/economics/discussionpapers/2016-14
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spelling doaj-d05d3b24a0b745baa4de0465eeffc3472021-09-02T06:18:24ZengDe GruyterEconomics : the Open-Access, Open-Assessment e-Journal1864-60422016-03-01The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive ApproachMehmet BalcilarRangan GuptaMawuli Segnonhttp://www.economics-ejournal.org/economics/discussionpapers/2016-14
collection DOAJ
language English
format Article
sources DOAJ
author Mehmet Balcilar
Rangan Gupta
Mawuli Segnon
spellingShingle Mehmet Balcilar
Rangan Gupta
Mawuli Segnon
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
Economics : the Open-Access, Open-Assessment e-Journal
author_facet Mehmet Balcilar
Rangan Gupta
Mawuli Segnon
author_sort Mehmet Balcilar
title The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
title_short The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
title_full The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
title_fullStr The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
title_full_unstemmed The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-frequency Markov-switching Vector Autoregressive Approach
title_sort role of economic policy uncertainty in predicting u.s. recessions: a mixed-frequency markov-switching vector autoregressive approach
publisher De Gruyter
series Economics : the Open-Access, Open-Assessment e-Journal
issn 1864-6042
publishDate 2016-03-01
url http://www.economics-ejournal.org/economics/discussionpapers/2016-14
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AT mawulisegnon theroleofeconomicpolicyuncertaintyinpredictingusrecessionsamixedfrequencymarkovswitchingvectorautoregressiveapproach
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