[PDF][PDF] The yield curve as a recession leading indicator. An application for gradient boosting and random forest
PC Delgado, E Congregado, AA Golpe… - arXiv preprint arXiv …, 2022 - arxiv.org
Most representative decision-tree ensemble methods has been used to examine the
variable importance of Treasury term spreads to predict US economic recessions with a …
variable importance of Treasury term spreads to predict US economic recessions with a …
The EHTS and the persistence in the spread reconsidered. A fractional cointegration approach
In this paper, we consider the possibility that a fractionally cointegrated vector
autoregressive (FCVAR) model could serve as a novel empirical tool for examining the US …
autoregressive (FCVAR) model could serve as a novel empirical tool for examining the US …
Essays in financial econometrics: long-run, persistence and common trends
JC Vides González - 2020 - dspace.unia.es
Tesis doctoral (Lectura 23/03/2020). Director: Antonio Aníbal Golpe Moya. Tribunal: Emilio
Congregado Ramírez de Aguilera (presidente); Jesús Rodríguez López (secretaria); …
Congregado Ramírez de Aguilera (presidente); Jesús Rodríguez López (secretaria); …