Tag Archives: Capital Spectator

New Neural Network Model – Q4 2012 GDP Forecast

Posted on January 27, 2013 by

The following article introduces a new aggregate neural network model that was designed to forecast the seasonally-adjusted, annualized, real rate of change in U.S. GDP. I have been doing recession research and constructing recession models for the past several months, … Continue reading →

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Posted in Fundamental Analysis, GDP Forecasting Model | Tagged , , , , , , | 4 Comments

Forecasting Recessions is Easier than Modeling Asset Prices

Posted on October 28, 2012 by

In a recent post titled “ECRI Betrayed by Their Own Index,” I noted the apparent inconsistency between the Economic Cycle Research Institute’s (ECRI) current recession call and the recent strength of ECRI’s proprietary weekly leading indicators series. In response to … Continue reading →

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Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Strategy Development | Tagged , , , , , , , , , , | 5 Comments