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  • Search: subject:"dynamic logit models"
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business cycles 1 dynamic logit models 1 leading indicators 1 recession forecast 1 turning points 1
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Pestova, Anna 1
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National Research University Higher School of Economics 1
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Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia
Pestova, Anna - National Research University Higher School of Economics - 2015
In this paper, I develop the leading indicators of the business cycle turning points exploiting the quarterly panel dataset comprising OECD countries and Russia over the 1980-2013 period. Contrasting to the previous studies, I combine data on OECD countries and Russia into a single dataset and...
Persistent link: https://www.econbiz.de/10011268436
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