{"title":"经济萧条的可能性有多大?","authors":"C. Sarmiento","doi":"10.2139/ssrn.3549671","DOIUrl":null,"url":null,"abstract":"This paper uses a panel vector-autoregressive (VAR) process with different distributional assumptions to forecast GDP contraction severities and identify the likelihood of a depression threshold event across main Latin American countries. We compare these results to similar hypothetical events for U.S., U.K., France, and Canada.","PeriodicalId":11495,"journal":{"name":"Econometric Modeling: Capital Markets - Forecasting eJournal","volume":"8 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2020-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"How Likely Is an Economic Depression?\",\"authors\":\"C. Sarmiento\",\"doi\":\"10.2139/ssrn.3549671\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper uses a panel vector-autoregressive (VAR) process with different distributional assumptions to forecast GDP contraction severities and identify the likelihood of a depression threshold event across main Latin American countries. We compare these results to similar hypothetical events for U.S., U.K., France, and Canada.\",\"PeriodicalId\":11495,\"journal\":{\"name\":\"Econometric Modeling: Capital Markets - Forecasting eJournal\",\"volume\":\"8 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-03-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Econometric Modeling: Capital Markets - Forecasting eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3549671\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Modeling: Capital Markets - Forecasting eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3549671","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
This paper uses a panel vector-autoregressive (VAR) process with different distributional assumptions to forecast GDP contraction severities and identify the likelihood of a depression threshold event across main Latin American countries. We compare these results to similar hypothetical events for U.S., U.K., France, and Canada.
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