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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. 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.
    2. 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.
    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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