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Citations for "A new measure of fit for equations with dichotomous dependent variables"

by Arturo Estrella

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  1. Matthew C. Li, 2014. "The US zero-coupon yield spread as a predictor of excess daily stock market volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 24(13), pages 889-906, July.
  2. Tillmann, Peter, 2007. "Inflation regimes in the US term structure of interest rates," Economic Modelling, Elsevier, vol. 24(2), pages 203-223, March.
  3. Bertrand Candelon & Jameel Ahmed & Stefan Straetmans, 2014. "Predicting and Capitalizing on Stock Market Bears in the U.S," Working Papers 2014-409, Department of Research, Ipag Business School.
  4. Shin, Yoon S. & Moore, William T., 2003. "Explaining credit rating differences between Japanese and U.S. agencies," Review of Financial Economics, Elsevier, vol. 12(4), pages 327-344.
  5. Jaakko Simonen & Philip McCann, 2008. "Innovation, R&D cooperation and labor recruitment: evidence from Finland," Small Business Economics, Springer, vol. 31(2), pages 181-194, August.
  6. Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  7. Pönkä, Harri, 2014. "Predicting the direction of US stock markets using industry returns," MPRA Paper 62942, University Library of Munich, Germany.
  8. Nathaniel Wilcox, 2004. "Believing in Economic Theory: Sex, Lies, Evidence, Trust and Ideology," Working Papers 2004-06 Classification-, Department of Economics, University of Houston.
  9. Nelson, Mack C. & Liu, Xuanli, 2005. "Demand Potential for Goat Meat in Southern States: Empirical Evidence from a Multi-State Goat Meat Consumer Survey," 2005 Annual meeting, July 24-27, Providence, RI 19224, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  10. Chevapatrakul, Thanaset, 2013. "Return sign forecasts based on conditional risk: Evidence from the UK stock market index," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2342-2353.
  11. Alexandra Krystaloyianni & George Matysiak & Sotiris Tsolacos, 2004. "Forecasting UK Real Estate Cycle Phases With Leading Indicators: A Probit Approach," Real Estate & Planning Working Papers rep-wp2004-15, Henley Business School, Reading University.
  12. Franck Sédillot, 2001. "La pente des taux contient-elle de l’information sur l’activité économique future ?," Économie et Prévision, Programme National Persée, vol. 147(1), pages 141-157.
  13. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO.
  14. Sedillot, F., 1999. "La pente des taux contient-elle de l'information sur l'activite economique future?," Working papers 67, Banque de France.
  15. Fabio ALESSANDRINI, 2003. "Do Financial Variables Provide Information about the Swiss Business Cycle ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 03.02, Université de Lausanne, Faculté des HEC, DEEP.
  16. Giorgio Valente & Mark Taylor & Lucio Sarno & Richard Clarida, 2004. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," Working Papers wp04-13, Warwick Business School, Finance Group.
  17. Christelis, Dimitris & Jappelli, Tullio & Padula, Mario, 2010. "Cognitive abilities and portfolio choice," European Economic Review, Elsevier, vol. 54(1), pages 18-38, January.
  18. A. Montini, 1999. "I consumi alimentari delle famiglie italiane: un modello per le decisioni di consumo extradomestico utilizzando i microdati di spesa familiare," Working Papers 364, Dipartimento Scienze Economiche, Universita' di Bologna.
  19. Gomez-Biscarri, Javier, 2008. "Changes in the informational content of term spreads: Is monetary policy becoming less effective?," Journal of Economics and Business, Elsevier, vol. 60(5), pages 415-435.
  20. Nyberg, Henri, 2013. "Predicting bear and bull stock markets with dynamic binary time series models," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3351-3363.
  21. Arturo Estrella, 2007. "Extracting business cycle fluctuations: what do time series filters really do?," Staff Reports 289, Federal Reserve Bank of New York.
  22. Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators under Real-Time Condition," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, vol. 54(4), pages 293-318.
  23. Adrian, Tobias & Estrella, Arturo, 2008. "Monetary tightening cycles and the predictability of economic activity," Economics Letters, Elsevier, vol. 99(2), pages 260-264, May.
  24. Lars Nordén & Therese Strand, 2011. "Shareholder activism among portfolio managers: rational decisions or 15 minutes of fame?," Journal of Management and Governance, Springer, vol. 15(3), pages 375-391, August.
  25. Stavros Peristiani, 2003. "Evaluating the riskiness of initial public offerings: 1980-2000," Staff Reports 167, Federal Reserve Bank of New York.
  26. Bronwyn H. Hall, Albert N. Link and John T. Scott., 2000. "Universities as Research Partners," Economics Working Papers E00-276, University of California at Berkeley.
  27. Ulrich FRITSCHE & Vladimir KOUZINE, . "Prediction of Business Cycle Turning Points in Germany," EcoMod2004 330600054, EcoMod.
  28. Wojan, Timothy R. & Lambert, Dayton M. & McGranahan, David A., 2007. "The Emergence of Rural Artistic Havens: A First Look," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 36(1), April.
  29. Suzanne Clain, 2012. "Explaining the Passage of Living Wage Legislation in the U.S," Atlantic Economic Journal, International Atlantic Economic Society, vol. 40(3), pages 315-327, September.
  30. Ralph Yang-Cheng Lu & Hsiu-Chuan Lee & Peter Chiu, 2014. "Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 140-167, December.
  31. Karnizova, Lilia & Li, Jiaxiong (Chris), 2014. "Economic policy uncertainty, financial markets and probability of US recessions," Economics Letters, Elsevier, vol. 125(2), pages 261-265.
  32. Estrella, Arturo & Mishkin, Frederic S., 1997. "The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank," European Economic Review, Elsevier, vol. 41(7), pages 1375-1401, July.
  33. Knox, Kris Joseph & Blankmeyer, Eric C. & Trinidad, José A. & Stutzman, J.R., 2009. "Predicting bankruptcy in the Texas nursing facility industry," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1047-1064, August.
  34. Franklin Mixon, 2014. "Bad vibrations: new evidence on commons quality and localism at California’s surf breaks," International Review of Economics, Springer, vol. 61(4), pages 379-397, December.
  35. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 629-644, August.
  36. Omay, Tolga, 2008. "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper 28572, University Library of Munich, Germany.
  37. Hammami, Yacine & Lindahl, Anna, 2014. "An intertemporal capital asset pricing model with bank credit growth as a state variable," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 14-28.
  38. Verbeke, Wim & Ward, Ronald W. & Viaene, Jacques, 1999. "Exploring Influencing Factors On Meat Consumption Decisions Through Probit Analysis: The Case Of Fresh Meat Demand In Belgium," 1999 Annual meeting, August 8-11, Nashville, TN 21540, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  39. Ivan Roberts & John Simon, 2001. "What do Sentiment Surveys Measure?," RBA Research Discussion Papers rdp2001-09, Reserve Bank of Australia.
  40. Atish R. Ghosh & Juan Zalduendo & Manuela Goretti & Bikas Joshi & Alun H. Thomas, 2007. "Modeling Aggregate Use of Fund Resources; Analytical Approaches and Medium-Term Projections," IMF Working Papers 07/70, International Monetary Fund.
  41. Fornaro, Paolo, 2015. "Forecasting U.S. Recessions with a Large Set of Predictors," MPRA Paper 62973, University Library of Munich, Germany.
  42. Wim Verbeke & Ronald W. Ward & Jacques Viaene, 2000. "Probit analysis of fresh meat consumption in Belgium: Exploring BSE and television communication impact," Agribusiness, John Wiley & Sons, Ltd., vol. 16(2), pages 215-234.
  43. Nina Meinel, 2009. "Comparison of performance measures for multivariate discrete models," AStA Advances in Statistical Analysis, Springer, vol. 93(2), pages 159-174, June.
  44. Kimhi, Ayal & Rubin, Ofir D., 2007. "Assessing the Response of Farm Households to Dairy Policy Reform in Israel," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN 9948, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  45. Lupín, Beatriz & Lacaze, María Victoria & Rodríguez, Elsa Mirta M., 2008. "Las percepciones de riesgo de los consumidores en alimentos lácteos: aplicación de una regresión logística ordinal," Nülan. Deposited Documents 758, Centro de Documentación, Facultad de Ciencias Económicas y Sociales, Universidad Nacional de Mar del Plata.
  46. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.
  47. Nyberg, Henri, 2010. "QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles," MPRA Paper 23724, University Library of Munich, Germany.
  48. Bellégo, C. & Ferrara, L., 2012. "Macro-financial linkages and business cycles: A factor-augmented probit approach," Economic Modelling, Elsevier, vol. 29(5), pages 1793-1797.
  49. Moneta, Fabio, 2003. "Does the yield spread predict recessions in the euro area?," Working Paper Series 0294, European Central Bank.
  50. repec:spo:wpecon:info:hdl:2441/6156 is not listed on IDEAS
  51. Zhu, Xiaoneng & Zhu, Jie, 2013. "Predicting stock returns: A regime-switching combination approach and economic links," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4120-4133.
  52. Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
  53. Eric Danan & Anthony Ziegelmeyer, 2004. "Are preferences incomplete? An experimental study using flexible choices," Papers on Strategic Interaction 2004-23, Max Planck Institute of Economics, Strategic Interaction Group.
  54. Christophe Blot & Grégory Levieuge, 2008. "Les indicateurs des conditions monétaires permettent-ils de prévoir l'activité économique ?," Sciences Po publications info:hdl:2441/6407, Sciences Po.
  55. Greg Tkacz, 2013. "Predicting Recessions in Real-Time: Mining Google Trends and Electronic Payments Data for Clues," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 387, September.
  56. Pons Novell, J., 2002. "Ciclo de la economía española y contenido informativo de los tipos de interés," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 583-598, Diciembre.
  57. Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
  58. Langpap, Christian, 2003. "Conservation Of Endangered Species: Can Incentives Work For Private Landowners?," 2003 Annual meeting, July 27-30, Montreal, Canada 21972, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  59. Michael LaCour-Little & Michael Marschoun & Clark L. Maxam, 2002. "Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression," Journal of Real Estate Research, American Real Estate Society, vol. 24(3), pages 299-328.
  60. Ulrich Kaiser & Andrea Szczesny, 2000. "Einfache oekonomische Verfahren fuer die Kreditrisikomessung," CoFE Discussion Paper 00-28, Center of Finance and Econometrics, University of Konstanz.
  61. Epperson, James E., 2009. "The Last of the American Ag Economists," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49272, Agricultural and Applied Economics Association.
  62. Christophe Blot & Grégory Levieuge, 2008. "Are MCIS good indicators of economic activity? Evidence from the G7 countries," Documents de Travail de l'OFCE 2008-07, Observatoire Francais des Conjonctures Economiques (OFCE).
  63. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2006. "Can feedback from the jumbo CD market improve bank surveillance?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 135-175.
  64. Langpap, Christian, 2006. "Conservation of endangered species: Can incentives work for private landowners?," Ecological Economics, Elsevier, vol. 57(4), pages 558-572, June.
  65. Ulrich Fritsche, 2001. "Do probit models help in forecasting turning points of German business cycles?," Macroeconomics 0012022, EconWPA.
  66. Ahrens, R., 2002. "Predicting recessions with interest rate spreads: a multicountry regime-switching analysis," Journal of International Money and Finance, Elsevier, vol. 21(4), pages 519-537, August.
  67. Michael T. Owyang & Jeremy M. Piger & Howard J. Wall, 2012. "Forecasting national recessions using state level data," Working Papers 2012-013, Federal Reserve Bank of St. Louis.
  68. Nobuhiro Hosoe & Shingo Takagi, 2011. "Retail Power Market Competition with Endogenous Entry Decision-An Auction Data Analysis," GRIPS Discussion Papers 11-01, National Graduate Institute for Policy Studies.
  69. Olorunsola E. Olowofeso & Sani Doguwa, 2013. "Consumer sentiment and confidence indices in Nigeria: a panel data analysis," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Proceedings of the Sixth IFC Conference on "Statistical issues and activities in a changing environment", Basel, 28-29 August 2012., volume 36, pages 191-216 Bank for International Settlements.
  70. Nyberg, Henri, 2011. "Forecasting the direction of the US stock market with dynamic binary probit models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 561-578, April.
  71. Jefferson, Philip N. & Pryor, Frederic L., 1999. "On the geography of hate," Economics Letters, Elsevier, vol. 65(3), pages 389-395, December.
  72. Franklin G. Mixon & Steven B. Caudill, 2013. "Campus competition and co-ed allure: An institution-level analysis of collegiate dating markets," Economics Bulletin, AccessEcon, vol. 33(1), pages 442-453.
  73. Ulrich Fritsche & Vladimir Kuzin, 2002. "Do Leading Indicators Help to Predict Business Cycle Turning Points in Germany?," Discussion Papers of DIW Berlin 314, DIW Berlin, German Institute for Economic Research.
  74. Elliott Middleton, 2001. "'Animal spirits' and expectations in U.S. recession forecasting," Papers nlin/0108012, arXiv.org, revised Aug 2001.
  75. António Afonso, 2001. "Non-Keynesian Effects of Fiscal Policy in the EU-15," Working Papers Department of Economics 2001/07, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  76. Christophe BLOT & Grégory LEVIEUGE, 2008. "Are MCIs Good Indicators of Countries Economic Activity ? Evidence from the G7 Countries," Working Papers 244, Orleans Economic Laboratorys, University of Orleans.
  77. Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.
  78. Lybbert, Travis J. & Barrett, Christopher B. & McPeak, John G. & Luseno, Winnie K., 2007. "Bayesian Herders: Updating of Rainfall Beliefs in Response to External Forecasts," World Development, Elsevier, vol. 35(3), pages 480-497, March.
  79. Verbeke, Tom & De Clercq, Marc, 2006. "The income-environment relationship: Evidence from a binary response model," Ecological Economics, Elsevier, vol. 59(4), pages 419-428, October.
  80. Fernandez-Perez, Adrian & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2014. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 21-33.
  81. Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, 04.
  82. Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
  83. Cranfield, John A.L. & Magnusson, Erik, 2003. "Canadian Consumer's Willingness-To-Pay For Pesticide Free Food Products: An Ordered Probit Analysis," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IAMA), vol. 6(04).
  84. Zhang, Feng & Park, Timothy A., 2004. "Computer Adoption Patterns Of U.S. Small Businesses," 2004 Annual meeting, August 1-4, Denver, CO 20250, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  85. Lionel Janin & Benoît Menoni, 2007. "Le contrôle des concentrations en France : une analyse empirique des avis du Conseil de la concurrence," Économie et Prévision, Programme National Persée, vol. 178(2), pages 93-114.
  86. Qi, Min, 2001. "Predicting US recessions with leading indicators via neural network models," International Journal of Forecasting, Elsevier, vol. 17(3), pages 383-401.
  87. Ng, Eric C.Y., 2012. "Forecasting US recessions with various risk factors and dynamic probit models," Journal of Macroeconomics, Elsevier, vol. 34(1), pages 112-125.
  88. Petr Jakubík & Tatiana Škerlíková, 2014. "Macroeconomic Determinants of Firms’ Default in the Czech Republic," Český finanční a účetní časopis, University of Economics, Prague, vol. 2014(2), pages 69-80.
  89. Shue-Jen Wu & Wei-Ming Lee, 2012. "Predicting the U.S. bear stock market using the consumption-wealth ratio," Economics Bulletin, AccessEcon, vol. 32(4), pages 3174-3181.
  90. Herath, P.H.M.U. & Takeya, Hiroyuki, 2003. "Factors determining intercropping by rubber smallholders in Sri Lanka: a logit analysis," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 29(2), October.
  91. Zhu, Xiaoneng, 2011. "Revisiting the expectations hypothesis: The Japanese term structure and regime shifts," Journal of Economics and Business, Elsevier, vol. 63(3), pages 237-249, May.
  92. Randall S. Kroszner & Philip E. Strahan, 2001. "Obstacles to Optimal Policy: The Interplay of Politics and Economics in Shaping Bank Supervision and Regulation Reforms," NBER Chapters, in: Prudential Supervision: What Works and What Doesn't, pages 233-272 National Bureau of Economic Research, Inc.
  93. Ikeno, Hidehiro, 2014. "Long-run analysis on convergence of Japanese local price levels: A pairwise approach," Economic Modelling, Elsevier, vol. 42(C), pages 390-397.
  94. Cruz-Rodriguez, Alexis, 2014. "¿Puede un índice de sostenibilidad fiscal predecir la ocurrencia de crisis cambiarias? Evidencias para algunos países seleccionados
    [Can a fiscal sustainability indicator predict the occurrence of
    ," MPRA Paper 54103, University Library of Munich, Germany.
  95. Stotz, Olaf & Georgi, Dominik, 2012. "A logit model of retail investors' individual trading decisions and their relations to insider trades," Review of Financial Economics, Elsevier, vol. 21(4), pages 159-167.
  96. Travis Berge, 2013. "Predicting recessions with leading indicators: model averaging and selection over the business cycle," Research Working Paper RWP 13-05, Federal Reserve Bank of Kansas City.
  97. Herath, P. H. M. U. & Takeya, Hiroyuki, 2003. "Factors determining intercropping by rubber smallholders in Sri Lanka: a logit analysis," Agricultural Economics, Blackwell, vol. 29(2), pages 159-168, October.
  98. Templeton, Scott & Silberman, David & Yoo, Seung & Dabalen, Andrew, 2007. "Household use of Pesticides and Fertilizers For Pest-Soil Management and Own Time for Yard Work," Research Reports 187455, Clemson University, Department of Agricultural and Applied Economics.
  99. Jan Grossarth-Maticek & Johannes Mayr, 2008. "Medienberichte als Konjunkturindikator," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, vol. 61(07), pages 17-29, 04.
  100. Chen, Shiu-Sheng, 2009. "Predicting the bear stock market: Macroeconomic variables as leading indicators," Journal of Banking & Finance, Elsevier, vol. 33(2), pages 211-223, February.
  101. Park, Timothy A. & Hartley, Judy, 1998. "Promoting Farm Safety With Economic And Managerial Incentives," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20929, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  102. Scott Templeton & David Zilberman & Seung Yoo & Andrew Dabalen, 2008. "Household Use of Agricultural Chemicals for Soil-Pest Management and Own Labor for Yard Work," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 40(1), pages 91-108, May.
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