---
title: Machine Learning for Forecasting Recessions
url: https://www.ml-quant.com/papers/repec/zbw-dicedp-303050/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:zbw:dicedp:303050
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F303050%2F1%2F1903197465.pdf%3Bh%3Drepec%3Azbw%3Adicedp%3A303050
featured: 2024-10-03
citations: unknown
topic: Macro-Finance & Rates
---


# Machine Learning for Forecasting Recessions

The study uses machine learning to predict German business cycles, showing fewer indicators are needed to model recessions and these models are effective during quantitative easing periods.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F303050%2F1%2F1903197465.pdf%3Bh%3Drepec%3Azbw%3Adicedp%3A303050
- Identifier: RePEc:zbw:dicedp:303050
- Released: 2024-10-03
- First featured: Quant Letter No. 68 (2024-10-03): https://www.ml-quant.com/issues/2024-10-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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