Financial Conditions and Economic Activity: Insights from Machine Learning
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DOI: 10.17016/FEDS.2020.095
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Cited by:
- Ibarra-Ramírez Raúl, 2021. "The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium," Working Papers 2021-07, Banco de México.
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More about this item
Keywords
Big Data; Recession Prediction; Variable Selection;All these keywords.
JEL classification:
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- E17 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Forecasting and Simulation: Models and Applications
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-12-07 (Big Data)
- NEP-CMP-2020-12-07 (Computational Economics)
- NEP-MAC-2020-12-07 (Macroeconomics)
Statistics
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