Automated Organization ProfileDepartment of Economics, University of Pretoria, South Africa
Department of Economics, University of Pretoria, South Africa
Current S-Index
Sum of Dataset Indices for all datasets
Average Dataset Index per Dataset
Average Dataset Index per dataset
Total Datasets
Total datasets in this organization
Average FAIR Score
Average FAIR Score per dataset
Total Citations
Total citations to the organization's datasets
Total Mentions
Total mentions of the organization's datasets
S-Index Interpretation
The S-Index (Sharing Index) is a comprehensive metric that represents the cumulative impact of all your datasets. It is calculated as the sum of Dataset Index scores across all your claimed datasets.
What it means:
- A higher S-index indicates greater overall impact of your datasets relative to typical datasets in their fields of research
- The S-Index grows as you add more datasets or as existing datasets gain more citations and mentions
- It provides a single number to track your research data impact over time
Current S-Index: 1.8 (sum of 1 dataset Dataset Index scores)
More information here.
S-Index Over Time
Cumulative Citations Over Time
Cumulative Mentions Over Time
Datasets
This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MSVAR) model, and compare its in-sample and out-of-sample forecasting performances to those of a Markov-switching vector autoregressive model (MS-VAR, where the EPU is averaged over the months to produce quarterly values) and a Markov-switching autoregressive (MS-AR) model. The results show that the MF-MS-VAR fits the different recession regimes, and provides out-of-sample forecasts of recession probabilities which are more accurate than those derived from the MS-VAR and MS-AR models. The results highlight the importance of using high-frequency values of the EPU, and not averaging them to obtain quarterly values, when forecasting recessionary regimes for the U.S. economy.
Authors
- Balcilar, Mehmet ;
- Gupta, Rangan ;
- Segnon, Mawuli