• Combination Schemes for Turning Point Predictions 

      Billio, Monica; Casarin, Roberto; Ravazzolo, Francesco; van Dijk, Herman K. (Working Papers;4/2012, Working paper, 2012)
      We propose new forecast combination schemes for predicting turning points of business cycles. The combination schemes deal with the forecasting performance of a given set of models and possibly providing better turning ...
    • Forecasting Recessions in Real Time 

      Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco (Working Papers;2/2014, Working paper, 2014)
      We review several methods to define and forecast classical business cycle turning points in Norway. In the paper we compare the Bry - Boschan rule (BB) with a Markov Switching model (MS), using alternative vintages of ...
    • Identification and Real-Time Forecasting of Norwegian Business Cycles 

      Aastveit, Knut Are; Jore, Anne Sofie; Ravazzolo, Francesco (Working Papers;9/2015, Working paper, 2015)
      We de fine and forecast classical business cycle turning points for the Norwegian economy. When defining reference business cycles, we compare a univariate and a multivariate Bry-Boschan approach with univariate Markov-switching ...