IMF paper identifies new approach to forecasting recessions

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An International Monetary Fund (IMF) paper published on Thursday highlights the advantages of selecting specific indicators to forecast recessions.

Chikako Baba and Turgut Kışınbay, the paper's authors, propose a new approach to identifying recessions by introducing leading indicators and forecast combinations in a subset of data. By applying the forecast-encompassing principle to forecasts based on individual indicators, the authors select variables that can be considered leading indicators of

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