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Statistical models / Time series analysis / Data analysis / Vector autoregression / Dummy variable / Variance / Forecasting / Economic model / Linear regression / Statistics / Regression analysis / Econometrics


Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions Michael D UEKER
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City

Amsterdam / New York / Chicago / Sampling / St. Louis / /

Company

St. Louis Review / Blinder A. S. / Monte Carlo / Russell / Gelfand A. E. / /

Country

United States / /

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Facility

University of Chicago Press / Michigan State University / /

IndustryTerm

by-product / gross domestic product / workhorse empirical tool / /

MarketIndex

New Coincident / /

MusicGroup

Board of Directors / /

Organization

Currency Union / Michigan State University / University of Chicago Press / American Statistical Association / NBER Business Cycle Dating Committee / US Federal Reserve / National Bureau of Economic Research / Federal Reserve Bank / Universitat Pompeu Fabra / Conference Board / /

Person

Romer / Marcel Dekker / Rose / Ivan Jeliazkov / James Hamilton / Arnold Zellner / Ben Bernanke / van Wincoop / /

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Position

author / Autoregressive Conditional Binomial Model / ” unpublished manuscript / Qual VAR Model of U.S. Recessions Michael / model of Hamilton / Bayesian Panel VAR Model / ” Working Paper 443 / member of committee / /

ProvinceOrState

Missouri / New York / /

PublishedMedium

Econometric Theory / Journal of Monetary Economics / Journal of Political Economy / Quarterly Journal of Economics / Journal of Money / Credit and Banking / Journal of the American Statistical Association / Econometrica / Review of Economics and Statistics / Journal of Econometrics / Journal of Business & Economic Statistics / /

Technology

simulation / MH algorithm / /

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