Detection and forecast of change-points in economic development

The scope of this paper is to investigate the possibility of using probit analysis for the detection of change-points in economical development. The role of exogenous variables in this analysis is specified. The principal attribute of this contribution is the possibility of the prediction of change-points. The application is performed using real data of Czech economy.

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Year of publication:	2002
Authors:	Hindls, Richard ; Hronová, Stanislava
Published in:	Politická ekonomie. - Vysoká Škola Ekonomická v Praze, ISSN 0032-3233. - Vol. 2002.2002, 2
Publisher:	Vysoká Škola Ekonomická v Praze
Subject:	GDP \| change-points detection and forecast \| probit analysis

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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