Stig Vinther Møller

Forecasting US Recessions: The Role of Sentiment

Publikation: Bidrag til bog/antologi/rapport/proceedingBidrag til bog/antologiForskningpeer review

Standard

Forecasting US Recessions : The Role of Sentiment. / Christiansen, Charlotte; Eriksen, Jonas Nygaard; Møller, Stig Vinther.

The Economics of Recession. red. / Arturo Estrella. Cheltenham : Edward Elgar Publishing, 2017. s. 100-109 (The International Library of Critical Writings in Economics series, Bind 337).

Publikation: Bidrag til bog/antologi/rapport/proceedingBidrag til bog/antologiForskningpeer review

Harvard

Christiansen, C, Eriksen, JN & Møller, SV 2017, Forecasting US Recessions: The Role of Sentiment. i A Estrella (red.), The Economics of Recession. Edward Elgar Publishing, Cheltenham, The International Library of Critical Writings in Economics series, bind 337, s. 100-109.

APA

Christiansen, C., Eriksen, J. N., & Møller, S. V. (2017). Forecasting US Recessions: The Role of Sentiment. I A. Estrella (red.), The Economics of Recession (s. 100-109). Cheltenham: Edward Elgar Publishing. The International Library of Critical Writings in Economics series, Bind. 337

CBE

Christiansen C, Eriksen JN, Møller SV. 2017. Forecasting US Recessions: The Role of Sentiment. Estrella A, red. I The Economics of Recession. Cheltenham: Edward Elgar Publishing. s. 100-109. (The International Library of Critical Writings in Economics series, Bind 337).

MLA

Christiansen, Charlotte, Jonas Nygaard Eriksen, og Stig Vinther Møller "Forecasting US Recessions: The Role of Sentiment". Estrella, Arturo (redaktører). The Economics of Recession. Kapitel 24, Cheltenham: Edward Elgar Publishing. (The International Library of Critical Writings in Economics series, Bind 337). 2017, 100-109.

Vancouver

Christiansen C, Eriksen JN, Møller SV. Forecasting US Recessions: The Role of Sentiment. I Estrella A, red., The Economics of Recession. Cheltenham: Edward Elgar Publishing. 2017. s. 100-109. (The International Library of Critical Writings in Economics series, Bind 337).

Author

Christiansen, Charlotte ; Eriksen, Jonas Nygaard ; Møller, Stig Vinther. / Forecasting US Recessions : The Role of Sentiment. The Economics of Recession. red. / Arturo Estrella. Cheltenham : Edward Elgar Publishing, 2017. s. 100-109 (The International Library of Critical Writings in Economics series, Bind 337).

Bibtex

@inbook{81ffb5de997e42f6970a97615873d0c3,
title = "Forecasting US Recessions: The Role of Sentiment",
abstract = "We study the role of sentiment variables as predictors for US recessions. We combine sentiment variables with either classical recession predictors or common factors based on a large panel of macroeconomic and financial variables. Sentiment variables hold vast predictive power for US recessions in excess of both the classical recession predictors and the common factors. The strong importance of the sentiment variables is documented both in-sample and out-of-sample.",
keywords = "Business cycles, Forecasting, Factor analysis, Probit model, Sentiment variables",
author = "Charlotte Christiansen and Eriksen, {Jonas Nygaard} and M{\o}ller, {Stig Vinther}",
note = "Campus adgang til artiklen / Campus access to the article",
year = "2017",
language = "English",
isbn = "978 1 78643 424 1",
pages = "100--109",
editor = "{ Estrella}, Arturo",
booktitle = "The Economics of Recession",
publisher = "Edward Elgar Publishing",

}

RIS

TY - CHAP

T1 - Forecasting US Recessions

T2 - The Role of Sentiment

AU - Christiansen, Charlotte

AU - Eriksen, Jonas Nygaard

AU - Møller, Stig Vinther

N1 - Campus adgang til artiklen / Campus access to the article

PY - 2017

Y1 - 2017

N2 - We study the role of sentiment variables as predictors for US recessions. We combine sentiment variables with either classical recession predictors or common factors based on a large panel of macroeconomic and financial variables. Sentiment variables hold vast predictive power for US recessions in excess of both the classical recession predictors and the common factors. The strong importance of the sentiment variables is documented both in-sample and out-of-sample.

AB - We study the role of sentiment variables as predictors for US recessions. We combine sentiment variables with either classical recession predictors or common factors based on a large panel of macroeconomic and financial variables. Sentiment variables hold vast predictive power for US recessions in excess of both the classical recession predictors and the common factors. The strong importance of the sentiment variables is documented both in-sample and out-of-sample.

KW - Business cycles

KW - Forecasting

KW - Factor analysis

KW - Probit model

KW - Sentiment variables

M3 - Book chapter

SN - 978 1 78643 424 1

SP - 100

EP - 109

BT - The Economics of Recession

A2 - Estrella, Arturo

PB - Edward Elgar Publishing

CY - Cheltenham

ER -