Predicting the probability of a recession with nonlinear autoregressive leading-indicator models
Heather M. Anderson and Farshid Vahid
| Year of publication: |
2001
|
|---|---|
| Authors: | Anderson, Heather M. ; Vahid, Farshid |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 5.2001, 4, p. 482-505
|
| Subject: | Frühindikator | Leading indicator | Wahrscheinlichkeitsrechnung | Probability theory | Wirtschaftsindikator | Economic indicator | Zinsstruktur | Yield curve | Geldmenge | Money supply | Theorie | Theory | USA | United States | Autokorrelation | Autocorrelation | 1959-1999 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Macroeconomic dynamics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001625154