Abstract This study compares three economic indicators often used in forecasting recessions: the Yield Spread, the Chicago Index and the Leading index. We find that the latter two predict recessions well one and two quarters ahead, but fail in forecasting recessions on a longer time period. On the contrary, the Yield Spread performs better when forecasting recessions four and six quarters ahead.
- Equity codes prediction using Naive Bayesian Classifier with scikit-learn
- Forecasting recessions with economic indicators
- Sentiment Analysis: Spervised Learning with SVM and Apache Spark
- Terrorism around the Word- Study with R
- The impact of individual characteristics on the length of life in India – Oaxaca-Blinder decomposition, Logit model
ACM Basic income Binary classification Clustering dimension FactoMineR Health K-means Logit Machine learning Naive Bayesian Classifier Oaxaca Blinder PCA Principal Component Analysis Python Regression scikit-learn Semi Supervised Learning Sentiment Analysis Spark Supervised Learning SVM Tandem Analysis Visual representation Word2Vec