Login

Publications  •  Project Statistics

Glossary  •  Schools  •  Disciplines
People Search: 
   
Title/Abstract Search: 

Dissertation Information for Jefrey Subramoney Naidoo

NAME:
- Jefrey Subramoney Naidoo

DEGREE:
- Ph.D.

DISCIPLINE:
- Library and Information Science

SCHOOL:
- University of Alabama (USA) (2010)

ADVISORS:
- Danny Paul Wallace

COMMITTEE MEMBERS:
- Elizabeth Aversa
- Stephen A Borrelli
- Jason E Black
- Arthur Allaway

MPACT Status: Fully Complete

Title: Forecasting recessions: The convergence of information and predictive analytics

Abstract: The purpose of this study is to augment the predictive power of conventional recession-forecasting models by examining the interrelationships among macroeconomic indicators, government information sources and performance data of public companies. The latter two information sources are collectively referred to as institutional artifacts in this study. Evidence was sought of a predictive relationship between institutional artifacts and macroeconomic vulnerability, and the ensuing associations were modeled to provide long-range predictive insights that will serve as a forewarning of impending recessions.

The inclusion of public policy dialogue and corporate performance data as predictor variables in recession forecasting models not only extends the information paradigm associated with recession forecasting, but it also designates the unique contribution that this study makes to this area of research. To obtain a valid estimation of the predictive power of institutional artifacts, and to avoid falsely inflating their significance, the new variables were not modeled in isolation. Macroeconomic indicators published by government agencies and private institutions were retained as variables in the respective regression models used in this study.

The study found that the current ratio and total debt to assets ratio of Fortune 500 companies, and congressional hearings on economic matters significantly predicted the movement of the yield spread twelve months ahead. The study also found that the odds of a recession increase by 1.06 times, or 6%, for every one unit of increase in the number of congressional hearings held, holding other variables constant.

MPACT Scores for Jefrey Subramoney Naidoo

A = 0
C = 0
A+C = 0
T = 0
G = 0
W = 0
TD = 0
TA = 0
calculated 2012-07-21 14:18:02

Advisors and Advisees Graph