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~language:"dan"
~language:"eng"
~person:"Kauppi, Heikki"
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dynamic probit models
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Recession Prediction with Optimal Use of Leading Indicators
Kauppi, Heikki
-
2019
maximal predictive powerof leading indicators for the future state of the
business
cycle. We de-velop novel procedures for …
Persistent link: https://www.econbiz.de/10012503078
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Yield-Curve Based Probability Forecasts of U.S. Recessions: Stability and Dynamics
Kauppi, Heikki
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2010
.S.
business
cycles and produces recession probability forecasts that outperform those based on a conventional static model. We …
Persistent link: https://www.econbiz.de/10012503011
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