Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator
| Year of publication: |
2012-07
|
|---|---|
| Authors: | Proaño, Christian R. ; Theobald, Thomas |
| Institutions: | Department of Economics, New School for Social Research |
| Subject: | Dynamic probit models | out-of-sample forecasting | yield curve | real-time econometrics |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 1205 20 pages |
| Classification: | C25 - Discrete Regression and Qualitative Choice Models ; C53 - Forecasting and Other Model Applications |
| Source: |
Persistent link: https://www.econbiz.de/10011168848