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Detekce a prognóza bodů obratu v ekonomickém vývoji
[Detection and forecast of change-points in economic development]

Author

Listed:
  • Richard Hindls
  • Stanislava Hronová

Abstract

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.

Suggested Citation

  • Richard Hindls & Stanislava Hronová, 2002. "Detekce a prognóza bodů obratu v ekonomickém vývoji [Detection and forecast of change-points in economic development]," Politická ekonomie, Prague University of Economics and Business, vol. 2002(2).
    • Handle: RePEc:prg:jnlpol:v:2002:y:2002:i:2:id:356
    DOI: 10.18267/j.polek.356
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