Identifying Us Business Cycle Regimes Using Factor Augmented Neural Network Models
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More about this item
Keywords
Dynamic Factor Model; Neural Network; Recession;All these keywords.
JEL classification:
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2017-09-24 (Business Economics)
- NEP-BIG-2017-09-24 (Big Data)
- NEP-CMP-2017-09-24 (Computational Economics)
- NEP-ETS-2017-09-24 (Econometric Time Series)
- NEP-FOR-2017-09-24 (Forecasting)
- NEP-MAC-2017-09-24 (Macroeconomics)
Statistics
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