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Text-Based Recession Probabilities

This paper proposes a new methodology based on textual analysis to forecast US recessions. Specifically, it presents an index in the spirit of Baker et al. (JAMA 131:1593–1636, 2016) and Caldara and Iacoviello (JAMA 1222, 2018) that tracks developments in US real activity. When used in a standard re...

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Detalles Bibliográficos
Autores principales:	Ferrari Minesso, Massimo, Lebastard, Laura, Le Mezo, Helena
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Palgrave Macmillan UK 2022
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9305065/ http://dx.doi.org/10.1057/s41308-022-00177-5

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