A bivariate autoregressive probit model : business cycle linkages and transmission of recession probabilities
Henri Nyberg
| Year of publication: |
2014
|
|---|---|
| Authors: | Nyberg, Henri |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 18.2014, 4, p. 838-862
|
| Subject: | Bivariate probit model | Autoregressive model | Recession | Financial variables | Probit-Modell | Probit model | Konjunktur | Business cycle | Theorie | Theory | Schätzung | Estimation | Autokorrelation | Autocorrelation | VAR-Modell | VAR model | Frühindikator | Leading indicator |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010467444