Predicting recessions using VIX-yield curve cycles
Year of publication: |
2024
|
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Authors: | Hansen, Anne Lundgaard |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 1, p. 409-422
|
Subject: | Leading indicators | Probit | Recession predictability | VIX | Yield curve | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Wirtschaftsindikator | Economic indicator | Zinsstruktur | Konjunktur | Business cycle | Probit-Modell | Probit model |
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