Predicting recessions with a composite real-time dynamic probit model
Christian R. Proaño; Thomas Theobald
| Year of publication: |
2014
|
|---|---|
| Authors: | Proaño Acosta, Christian ; Theobald, Thomas |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 30.2014, 4, p. 898-917
|
| Subject: | Dynamic binary choice models | Out-of-sample forecasting | Yield curve | Real-time econometrics | Prognoseverfahren | Forecasting model | Probit-Modell | Probit model | Frühindikator | Leading indicator | Schätzung | Estimation | Zinsstruktur | Deutschland | Germany | Dynamische Wirtschaftstheorie | Economic dynamics |
| 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/10010517779