Showing 1 - 10 of 14
Persistent link: https://www.econbiz.de/10000819117
Persistent link: https://www.econbiz.de/10003448308
Persistent link: https://www.econbiz.de/10002395058
Persistent link: https://www.econbiz.de/10001913742
Persistent link: https://www.econbiz.de/10001675377
Persistent link: https://www.econbiz.de/10014329092
We have studied the relationship between Receiver Operating Characteristics (ROC) and Precision-Recall Curve (PRC) both analytically and using a real-life empirical example of yield spread as a predictor of recessions. We show that false alarm rate in ROC and inverted precision in PRC are...
Persistent link: https://www.econbiz.de/10014284725
Persistent link: https://www.econbiz.de/10002459631
In this paper, we develop a monthly output index for the U.S. transportation sector from January 1980 through April 2002, covering air, rail, water, truck, transit, and pipeline activities. Separate indices for freight and passenger are also constructed. Our total transportation output index...
Persistent link: https://www.econbiz.de/10012771976
We study the information content of the University of Michigan's Index of Consumer Sentiment as well as its five components. Using household data from the Surveys of Consumers, we identify the main determinants of these indicators and document their varying role over the business cycle. Our...
Persistent link: https://www.econbiz.de/10012986373