Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model: An application to the German business cycle
| Autor: | Carstensen, Kai, Heinrich, Markus, Reif, Magnus, Wolters, Maik H. |
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| Zdroj: | In International Journal of Forecasting July-September 2020 36(3):829-850 |
| Databáze: | ScienceDirect |
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