Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Schreiber, Sven & Soldatenkova, Natalia, 2016.
"Anticipating business-cycle turning points in real time using density forecasts from a VAR,"
Journal of Macroeconomics,
Elsevier, vol. 47(PB), pages 166-187.
- Schreiber, Sven, 2014. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Discussion Papers 2014/2, Free University Berlin, School of Business & Economics.
More about this item
KeywordsDynamic probit models; out-of-sample forecasting; yield curve; real-time econometrics;
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:new:wpaper:1205. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mark Setterfield). General contact details of provider: http://edirc.repec.org/data/denewus.html .
We have no references for this item. You can help adding them by using this form .