Recessions as breadwinner for forecasters state-dependent evaluation of predictive ability: evidence from big macroeconomic US data - Siliverstovs, Boriss,Wochner, Daniel S. (Latvijas Banka, 2020)
https://datnes.latvijasbanka.lv/papers/wp_2_2020_en.pdf
Keywords: Graue Literatur; forecast evaluation; dynamic factor models; business cycle asymmetries; big macroeconomic datasets; US