Visa Kuntze

University of Turku

Turku, FIN-20014

Finland

SCHOLARLY PAPERS

3

DOWNLOADS

241

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Similarity-Based Recession Prediction in Different Interest Rate Environments

Number of pages: 52 Posted: 25 Jul 2022 Last Revised: 08 Mar 2023
Visa Kuntze, Henri Nyberg and Samuel Rauhala
University of Turku, University of Turku and University of Turku
Downloads 111 (480,440)

Abstract:

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Nonparametrics, yield curve, term spread, interest rates

2.

Similarity-Augmented Structural Vector Autoregression: The Effects of Forward Guidance Shocks in Different Monetary Policy Conditions

Number of pages: 31 Posted: 16 Jun 2022 Last Revised: 02 Feb 2023
Visa Kuntze, Markku Lanne and Henri Nyberg
University of Turku, University of Helsinki - Faculty of Social Sciences and University of Turku
Downloads 94 (539,082)
Citation 1

Abstract:

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Similarity, structural vector autoregression, nearest neighbours, time-varying parameters

3.

The role of coincident information in real-time business cycle forecasting

Number of pages: 31 Posted: 09 Feb 2024
Visa Kuntze
University of Turku
Downloads 36 (849,021)

Abstract:

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Recession prediction, real-time, publication lag, nowcasting