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Forecasting Recessions: Can We Do Better on MARS?

Authors :
Sephton, Peter
Source :
Review (00149187); Mar/Apr2001, Vol. 83 Issue 2, p39, 11p, 5 Graphs
Publication Year :
2001

Abstract

Examines the information contained in financial variables using nonlinear, nonparametric method multivariate adaptive regression splines (MARS). Advantages of using MARS; Comparison of in-sample and out-of sample recession forecasting; Effectiveness of the method in providing useful forecasts.

Subjects

Subjects :
RECESSIONS
ECONOMIC development
ECONOMIC indicators

Details

Language :
English
ISSN :
00149187
Volume :
83
Issue :
2
Database :
Complementary Index
Journal :
Review (00149187)
Publication Type :
Academic Journal
Accession number :
4314003
Full Text :
https://doi.org/10.20955/r.83.39-50
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