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Probability of recession

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  • Chan Guk Huh

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Suggested Citation

  • Chan Guk Huh, 1991. "Probability of recession," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue apr5.
  • Handle: RePEc:fip:fedfel:y:1991:i:apr5:n:91-14
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    References listed on IDEAS

    as
    1. Ben S. Bernanke, 1990. "On the predictive power of interest rates and interest rate spreads," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 51-68.
    2. Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," The Journal of Business, University of Chicago Press, vol. 62(3), pages 369-391, July.
    3. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
    4. Neftici, Salih N., 1982. "Optimal prediction of cyclical downturns," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 225-241, November.
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    Keywords

    Econometric models; Recessions;

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