| 来源类型 | Conference or Workshop Item (Poster) |
| 规范类型 | 其他 |
| Anticipating Recessions using Inclination Analysis. | |
| Shchekinova E; Puchkova A; Rovenskaya E; Dieckmann U | |
| 发表日期 | 2017 |
| 出处 | IIASA Institutional Evaluation 2017, 27 February-1 March 2017, IIASA, Laxenburg, Austria |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | Recessions are economic downturns that can be recognized from macro-indicators such as the Dow Jones Industrial Average (DJIA) and the Federal Reserve Interest Rate (FRIR). To provide early-warning signals of recessions and similar systemic transitions, here we propose a new approach based on pattern recognition, called inclination analysis [1, 2]. For this purpose, we develop a stochastic model based on time-series analysis to assess the probability of a recession to occur at a given moment in the past, present, or future. Calibrating our model to data proceeds in three steps, involving the coarse-graining of the available input time series, the identification of short series motifs that foreshadow recessions, and the optimization of key model parameters according to the model’s desired forecasting horizon. |
| 主题 | Advanced Systems Analysis (ASA) ; Evolution and Ecology (EEP) |
| URL | http://pure.iiasa.ac.at/id/eprint/14425/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/132756 |
| 推荐引用方式 GB/T 7714 | Shchekinova E,Puchkova A,Rovenskaya E,et al. Anticipating Recessions using Inclination Analysis.. 2017. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| PosterEEP_Shchekinov（315KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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