Predicting recessions with a composite real-time dynamic probit model
Year of publication: |
2014
|
---|---|
Authors: | Proaño, Christian R. ; Theobald, Thomas |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 30.2014, 4, p. 898-917
|
Publisher: |
Elsevier |
Subject: | Dynamic binary choice models | Out-of-sample forecasting | Yield curve | Real-time econometrics |
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