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Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex

Clostermann, Jörg; Koch, Alexander; Rees, Andreas; … - 2009

, sondern alle potentiell bedeutsamen Variablen werden in die Analyse mit einbezogen und mit Hilfe einer Stepwise …-rich environment is gradually reduced with the help of a stepwise forward procedure. Our results show that these modifications …

Persistent link: https://www.econbiz.de/10010308368

Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex

Clostermann, Jörg; Koch, Alexander; Rees, Andreas; … - University of Applied Sciences Amberg-Weiden (OTH) - 2009

Persistent link: https://www.econbiz.de/10010985194

Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex

Clostermann, Jörg; Koch, Alexander; Rees, Andreas; … - 2009

, sondern alle potentiell bedeutsamen Variablen werden in die Analyse mit einbezogen und mit Hilfe einer Stepwise …

Persistent link: https://www.econbiz.de/10012002907

Predicting recession probabilities with financial variables over multiple horizons

Fornari, Fabio; Lemke, Wolfgang - 2010

We forecast recession probabilities for the United States, Germany and Japan. The predictions are based on the widely-used probit approach, but the dynamics of regressors are endogenized using a VAR. The combined model is called a ‘ProbVAR’. At any point in time, the ProbVAR allows to...

Persistent link: https://www.econbiz.de/10011605301

Predicting Recession Probabilities with Financial Variables Over Multiple Horizons

Fornari, Fabio; Lemke, Wolfgang - 2021

Persistent link: https://www.econbiz.de/10013316154

Predicting recession probabilities with financial variables over multiple horizons

Fornari, Fabio; Lemke, Wolfgang - 2010

We forecast recession probabilities for the United States, Germany and Japan. The predictions are based on the widely-used probit approach, but the dynamics of regressors are endogenized using a VAR. The combined model is called a 'ProbVAR'. At any point in time, the ProbVAR allows to generate...

Persistent link: https://www.econbiz.de/10008688529

Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex

Clostermann, Jörg; Koch, Alexander; Rees, Andreas; … - 2009

Persistent link: https://www.econbiz.de/10003908975

Ein Factor Augmented Stepwise Probit Prognosemodell für den ifo-Geschäftserwartungsindex

Clostermann, Jörg; Koch, Alexander; Rees, Andreas; … - 2009

2009 beendet sein wird. -- Geschäftserwartungen ; Probit-Modell ; stepwise ; Prognose …, sondern alle potentiell bedeutsamen Variablen werden in die Analyse mit einbezogen und mit Hilfe einer Stepwise …-rich environment is gradually reduced with the help of a stepwise forward procedure. Our results show that these modifications …

Persistent link: https://www.econbiz.de/10009514151

Do Financial Variables Provide Information About the Swiss Business Cycle?

Alessandrini, Fabio - Institut für Schweizerisches Bankwesen <Zürich>; … - 2003

This paper extends the literature on the information content of financial variables with respect to future economic growth. It shows that variables originating from both the equity market and the bond market in Switzerland are useful indicators for forecasting the Swiss business cycle. In...

Persistent link: https://www.econbiz.de/10005859003

Alternative Indicators to Predict the Probability of Declining Inflation

Kang, Sungjun; Park, Kwangwoo; Ratti, Ronald A. - 2002

This paper investigates the performance of inflation indicators for predicting the probability of inflation falling inside or outside constant and moving target ranges with a probit model for U.S. data. Particular attention will be given to the moving target range that future inflation will be...

Persistent link: https://www.econbiz.de/10014035962