A real-time recession indicator for the Euro area
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More about this item
KeywordsRecession; real-time; probabilistic indicator; Euro area;
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-07-20 (All new papers)
- NEP-CBA-2007-07-20 (Central Banking)
- NEP-EEC-2007-07-20 (European Economics)
- NEP-MAC-2007-07-20 (Macroeconomics)
- NEP-RMG-2007-07-20 (Risk Management)
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