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Heikki Kauppi

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Heikki Kauppi & Pentti Saikkonen, 2008. "Predicting U.S. Recessions with Dynamic Binary Response Models," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 777-791, November.

    Mentioned in:

    1. Predicting U.S. Recessions with Dynamic Binary Response Models (REStat 2008) in ReplicationWiki ()

Working papers

  1. Heikki Kauppi, 2010. "Yield-Curve Based Probability Forecasts of U.S. Recessions: Stability and Dynamics," Discussion Papers 57, Aboa Centre for Economics.

    Cited by:

    1. Chan, Felix & Pauwels, Laurent L. & Wongsosaputro, Johnathan, 2013. "The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 175-189.
    2. Pauwels, Laurent & Vasnev, Andrey, 2013. "Forecast combination for U.S. recessions with real-time data," Working Papers 02/2013, University of Sydney Business School, Discipline of Business Analytics.

  2. Widgren, Mika & Kauppi, Heikki, 2009. "The Excess Power Puzzle of the EU Budget," CEPR Discussion Papers 7220, C.E.P.R. Discussion Papers.

    Cited by:

    1. Massimo Bordignon & Simona Scabrosetti, 2016. "The Political Economy of Financing the EU budget," Working papers 42, Società Italiana di Economia Pubblica.

  3. Kauppi, Heikki & Widgrén, Mika, 2008. "Do Benevolent Aspects Have Room Explaining EU Bydget Receipts?," Discussion Papers 1161, The Research Institute of the Finnish Economy.

    Cited by:

    1. Peter Schmidt, 2016. "Internal migration and EU regional policy transfer payments: A panel data analysis for the EU-28 member countries," ERSA conference papers ersa16p172, European Regional Science Association.

  4. Widgren, Mika & Kauppi, Heikki, 2008. "Do Benevolent Aspects Have Room in Explaining EU Budget Receipts?," CEPR Discussion Papers 6778, C.E.P.R. Discussion Papers.

    Cited by:

    1. Widgren, Mika & Kauppi, Heikki, 2009. "The Excess Power Puzzle of the EU Budget," CEPR Discussion Papers 7220, C.E.P.R. Discussion Papers.
    2. Widgrén, Mika, 2008. "The Impact of Council Voting Rules on EU Decision-Making," Discussion Papers 1162, The Research Institute of the Finnish Economy.
    3. Peter Schmidt, 2016. "Internal migration and EU regional policy transfer payments: A panel data analysis for the EU-28 member countries," ERSA conference papers ersa16p172, European Regional Science Association.

  5. Heikki Kauppi, 2008. "Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics," Discussion Papers 31, Aboa Centre for Economics.

    Cited by:

    1. Sander, Magnus, 2018. "Market timing over the business cycle," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 130-145.
    2. Fokianos, Konstantinos & Moysiadis, Theodoros, 2017. "Binary time series models driven by a latent process," Econometrics and Statistics, Elsevier, vol. 2(C), pages 117-130.
    3. 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.
    4. Ratcliff, Ryan, 2013. "The “probability of recession”: Evaluating probabilistic and non-probabilistic forecasts from probit models of U.S. recessions," Economics Letters, Elsevier, vol. 121(2), pages 311-315.
    5. Henri Nyberg, 2010. "Dynamic probit models and financial variables in recession forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 215-230.
    6. Christiansen, Charlotte & Eriksen, Jonas Nygaard & Møller, Stig Vinther, 2014. "Forecasting US recessions: The role of sentiment," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 459-468.
    7. Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
    8. Moysiadis, Theodoros & Fokianos, Konstantinos, 2014. "On binary and categorical time series models with feedback," Journal of Multivariate Analysis, Elsevier, vol. 131(C), pages 209-228.
    9. Henri Nyberg, 2010. "Testing an autoregressive structure in binary time series models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1460-1473.

  6. Widgren, Mika & Kauppi, Heikki, 2005. "Voting Rules and Budget Allocation in an Enlarged EU," CEPR Discussion Papers 5134, C.E.P.R. Discussion Papers.

    Cited by:

    1. Deniz Aksoy, 2010. "Who gets what, when, and how revisited: Voting and proposal powers in the allocation of the EU budget," European Union Politics, , vol. 11(2), pages 171-194, June.
    2. Zaporozhets, Vera & García-Valiñas, María & Kurz, Sascha, 2016. "Key drivers of EU budget allocation: Does power matter?," European Journal of Political Economy, Elsevier, vol. 43(C), pages 57-70.
    3. László Á. Kóczy, 2010. "Strategic Aspects of the 1995 and 2004 EU Enlargements," Group Decision and Negotiation, Springer, vol. 19(3), pages 267-277, May.
    4. Mika Widgrén, 2008. "The Impact of Council’s Internal Decision-Making Rules on the Future EU," CESifo Working Paper Series 2195, CESifo.
    5. Widgren, Mika & Kauppi, Heikki, 2009. "The Excess Power Puzzle of the EU Budget," CEPR Discussion Papers 7220, C.E.P.R. Discussion Papers.
    6. Widgren, Mika & Kauppi, Heikki, 2005. "Voting Rules and Budget Allocation in an Enlarged EU," CEPR Discussion Papers 5134, C.E.P.R. Discussion Papers.
    7. García-Valiñas, Maria A. & Zaporozhets, Vera, 2015. "Key-drivers of EU budget allocation: Does power matter?," TSE Working Papers 15-548, Toulouse School of Economics (TSE).
    8. Zineb Abidi & Matthieu Leprince & Vincent Merlin, 2020. "Power Inequality in Inter-communal Structures: The Simulated Impact of a Reform in the Case of the Municipalities in Western France," Post-Print halshs-02996998, HAL.
    9. Běla Plechanovová, 2011. "The EU Council enlarged: North-South-East or core-periphery?," European Union Politics, , vol. 12(1), pages 87-106, March.
    10. Kai Gehring & Stephan A. Schneider, 2018. "Towards the Greater Good? EU Commissioners' Nationality and Budget Allocation in the European Union," American Economic Journal: Economic Policy, American Economic Association, vol. 10(1), pages 214-239, February.
    11. Loek Groot & Erik Zonneveld, 2013. "European Union Budget Contributions and Expenditures: A Lorenz Curve Approach," Journal of Common Market Studies, Wiley Blackwell, vol. 51(4), pages 649-666, July.
    12. Badinger, Harald & Mühlböck, Monika & Nindl, Elisabeth & Reuter, Wolf Heinrich, 2013. "Theoretical vs. Empirical Power Indices: Do Preferences Matter?," Department of Economics Working Paper Series 153, WU Vienna University of Economics and Business.
    13. Antonakakis, Nikolaos & Badinger, Harald & Reuter, Wolf Heinrich, 2014. "From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers," Department of Economics Working Paper Series 175, WU Vienna University of Economics and Business.
    14. Kaniovski, Serguei & Mueller, Dennis C., 2011. "How representative is the European Union Parliament?," European Journal of Political Economy, Elsevier, vol. 27(1), pages 61-74, March.
    15. J. Alonso-Meijide & C. Bowles & M. Holler & S. Napel, 2009. "Monotonicity of power in games with a priori unions," Theory and Decision, Springer, vol. 66(1), pages 17-37, January.
    16. Widgrén, Mika, 2008. "The Impact of Council Voting Rules on EU Decision-Making," Discussion Papers 1162, The Research Institute of the Finnish Economy.
    17. van Gruisen, Philippe & Crombez, Christophe, 2021. "The Commission and the Council Presidency in the European Union: Strategic interactions and legislative powers," European Journal of Political Economy, Elsevier, vol. 70(C).
    18. Massimo Bordignon & Simona Scabrosetti, 2016. "The Political Economy of Financing the EU budget," Working papers 42, Società Italiana di Economia Pubblica.
    19. Heikki Kauppi & Mika Widgrén, 2008. "Do Benevolent Aspects Have Room in Explaining EU Budget Receipts?," Discussion Papers 38, Aboa Centre for Economics.
    20. Kauppi, Heikki & Widgrén, Mika, 2008. "Do Benevolent Aspects Have Room Explaining EU Bydget Receipts?," Discussion Papers 1161, The Research Institute of the Finnish Economy.
    21. Diego Varela & Javier Prado-Dominguez, 2012. "Negotiating the Lisbon Treaty: Redistribution, Efficiency and Power Indices," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 6(2), pages 107-124, July.
    22. Vera Zaporozhets & Mar'ia Garc'ia-Vali~nas & Sascha Kurz, 2015. "Key drivers of EU budget allocation: Does power matter?," Papers 1512.01267, arXiv.org.
    23. de Mouzon, Olivier & Laurent, Thibault & Le Breton, Michel, 2020. "One Man, One Vote Part 2: Measurement of Malapportionment and Disproportionality and the Lorenz Curve," TSE Working Papers 20-1089, Toulouse School of Economics (TSE).

  7. Kauppi, Heikki & Koskela, Erkki & Stenbacka, Rune, 2004. "Equilibrium Unemployment and Investment Under Product and Labour Market Imperfections," IZA Discussion Papers 1058, Institute of Labor Economics (IZA).

    Cited by:

    1. Mikko Puhakka, 2005. "Equilibrium dynamics under lump-sum taxation in an exchange economy with skewed endowments," Macroeconomics 0508033, University Library of Munich, Germany.
    2. Leitemo, Kai & Söderström, Ulf, 2004. "Robust monetary policy in the New-Keynesian framework," Bank of Finland Research Discussion Papers 31/2004, Bank of Finland.
    3. Suvanto, Antti & Hukkinen, Juhana, 2004. "Stable price level and changing prices," Bank of Finland Research Discussion Papers 28/2004, Bank of Finland.
    4. Joanna Tyrowicz, 2009. "When Eastern Labour Markets Enter Western Europe CEECs. Labour Market Institutions upon Euro Zone Accession," Working Papers 2009-03, Faculty of Economic Sciences, University of Warsaw.
    5. Mälkönen, Ville, 2004. "The efficiency implications of financial conglomeration," Bank of Finland Research Discussion Papers 17/2004, Bank of Finland.

  8. Heikki Kauppi & Erkki Koskela & Rune Stenbacka, 2004. "Equilibrium Unemployment and Capital Intensity Under Product and Labor Market Imperfections," CESifo Working Paper Series 1343, CESifo.

    Cited by:

    1. Helge Berger & Stephan Danninger, 2006. "The Employment Effects of Labor and Product Markets Deregulation and their Implications for Structural Reform," CESifo Working Paper Series 1709, CESifo.
    2. Mr. Helge Berger & Mr. Stephan Danninger, 2005. "Labor and Product Market Deregulation: Partial, Sequential, or Simultaneous Reform?," IMF Working Papers 2005/227, International Monetary Fund.
    3. Marika Karanassou & Hector Sala & Dennis Snower, 2007. "The macroeconomics of the labor market: three fundamental views," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 6(3), pages 151-180, December.

  9. Heikki Kauppi & Markus Haavio, 2003. "Housing Markets and Labor Mobility," Computing in Economics and Finance 2003 164, Society for Computational Economics.

    Cited by:

    1. Amihai Glazer & Vesa Kanniainen & Panu Poutvaara, 2003. "Income Taxes, Property Values, and Migration," CESifo Working Paper Series 1075, CESifo.
    2. Wasmer, Etienne & Zenou, Yves, 2005. "Equilibrium Search Unemployment with Explicit Spatial Frictions," IZA Discussion Papers 1465, Institute of Labor Economics (IZA).
    3. Indermit Gill & Johannes Koettl & Truman Packard, 2013. "Full employment: a distant dream for Europe," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-34, December.

  10. Markus Haavio and Heikki Kauppi, 2001. "Housing Markets, Liquidity Constraints and Labor Mobility," Computing in Economics and Finance 2001 186, Society for Computational Economics.

    Cited by:

    1. Rady, Sven & Ortalo-Magné, François, 2002. "Homeownership," Discussion Papers in Economics 28, University of Munich, Department of Economics.
    2. François Ortalo-Magné & Sven Rady, "undated". "Homeownership: Volatile Housing Prices, Low Labor Mobility and High Income Dispersion," Wisconsin-Madison CULER working papers 02-04, University of Wisconsin Center for Urban Land Economic Research.
    3. Cristina Barceló, 2003. "Housing Tenure and Labour Mobility: A Comparison Across European Countries," Working Papers wp2003_0302, CEMFI.
    4. Trond Husby & Henri L. F. de Groot & Marjan W. Hofkes & Tatiana Filatova, 2018. "Flood protection and endogenous sorting of households: the role of credit constraints," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 23(2), pages 147-168, February.
    5. Francois Ortalo-Magne & Sven Rady, 2002. "Homeownership: Low Household Mobility, Volatile Housing Prices, High Income Dispersion," CESifo Working Paper Series 823, CESifo.

  11. Kauppi, H., 1999. "Essays on Econometrics of Cointegration," University of Helsinki, Department of Economics 84, Department of Economics.

    Cited by:

    1. Hubrich, Kirstin & Lütkepohl, Helmut & Saikkonen, Pentti, 1998. "A review of systemscointegration tests," SFB 373 Discussion Papers 1998,101, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

Articles

  1. Heikki Kauppi, 2012. "Predicting the Direction of the Fed's Target Rate," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(1), pages 47-67, January.

    Cited by:

    1. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
    2. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    3. Fokianos, Konstantinos & Moysiadis, Theodoros, 2017. "Binary time series models driven by a latent process," Econometrics and Statistics, Elsevier, vol. 2(C), pages 117-130.
    4. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
    5. Fokianos, Konstantinos & Truquet, Lionel, 2019. "On categorical time series models with covariates," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3446-3462.
    6. Jungyeon Yoon & Juanjuan Fan, 2024. "Forecasting the direction of the Fed's monetary policy decisions using random forest," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(7), pages 2848-2859, November.
    7. Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin, 2013. "Non-Parametric Approach to Dynamic Time Series Discrete Choice Models," LIDAM Discussion Papers ISBA 2013052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    8. Seibert, Armin & Sirchenko, Andrei & Müller, Gernot, 2021. "A model for policy interest rates," Journal of Economic Dynamics and Control, Elsevier, vol. 124(C).
    9. Pauwels, Laurent L. & Vasnev, Andrey L., 2016. "A note on the estimation of optimal weights for density forecast combinations," International Journal of Forecasting, Elsevier, vol. 32(2), pages 391-397.
    10. Pauwels, Laurent, 2019. "Predicting China’s Monetary Policy with Forecast Combinations," Working Papers BAWP-2019-07, University of Sydney Business School, Discipline of Business Analytics.
    11. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
    12. Laurent L. Pauwels & Andrey L. Vasnev, 2017. "Forecast combination for discrete choice models: predicting FOMC monetary policy decisions," Empirical Economics, Springer, vol. 52(1), pages 229-254, February.

  2. Heikki Kauppi & Pentti Saikkonen, 2008. "Predicting U.S. Recessions with Dynamic Binary Response Models," The Review of Economics and Statistics, MIT Press, vol. 90(4), pages 777-791, November.

    Cited by:

    1. Makram El-Shagi & Gregor von Schweinitz, 2016. "Qual VAR revisited: Good forecast, bad story," Journal of Applied Economics, Universidad del CEMA, vol. 19, pages 293-322, November.
    2. Bofinger, Peter & Feld, Lars P. & Schmidt, Christoph M. & Schnabel, Isabel & Wieland, Volker, 2018. "Vor wichtigen wirtschaftspolitischen Weichenstellungen. Jahresgutachten 2018/19 [Setting the Right Course for Economic Policy. Annual Report 2018/19]," Annual Economic Reports / Jahresgutachten, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, volume 127, number 201819.
    3. Rebecca Stuart, 2020. "Monetary regimes, the term structure and business cycles in Ireland, 1972–2018," Manchester School, University of Manchester, vol. 88(5), pages 731-748, September.
    4. Shuaizhang Feng & Jiandong Sun, 2020. "Misclassification-Errors-Adjusted Sahm Rule for Early Identification of Economic Recession," Working Papers 2020-029, Human Capital and Economic Opportunity Working Group.
    5. Ahmed, Jameel & Straetmans, Stefan, 2015. "Predicting exchange rate cycles utilizing risk factors," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 112-130.
    6. Candelon, B. & Dumitrescu, E-I. & Hurlin, C., 2010. "Currency crises early warning systems: why they should be dynamic," Research Memorandum 047, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    7. Davig, Troy & Hall, Aaron Smalter, 2019. "Recession forecasting using Bayesian classification," International Journal of Forecasting, Elsevier, vol. 35(3), pages 848-867.
    8. Li, Haixi & Sheng, Xuguang Simon & Yang, Jingyun, 2021. "Monitoring recessions: A Bayesian sequential quickest detection method," International Journal of Forecasting, Elsevier, vol. 37(2), pages 500-510.
    9. Michael W. McCracken & Joseph T. McGillicuddy & Michael T. Owyang, 2022. "Binary Conditional Forecasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1246-1258, June.
    10. Park, Byeong U. & Simar, Léopold & Zelenyuk, Valentin, 2017. "Nonparametric estimation of dynamic discrete choice models for time series data," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 97-120.
    11. Charlotte Christiansen, 2011. "Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators," CREATES Research Papers 2011-20, Department of Economics and Business Economics, Aarhus University.
    12. Chauvet, Marcelle & Potter, Simon, 2013. "Forecasting Output," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 141-194, Elsevier.
    13. Lahiri, Kajal & Yang, Liu, 2013. "Forecasting Binary Outcomes," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 2, chapter 0, pages 1025-1106, Elsevier.
    14. Freitag, L., 2014. "Procyclicality and path dependence of sovereign credit ratings: The example of Europe," Research Memorandum 020, Maastricht University, Graduate School of Business and Economics (GSBE).
    15. Rafael R. S. Guimaraes, 2022. "Deep Learning Macroeconomics," Papers 2201.13380, arXiv.org.
    16. Fokianos, Konstantinos & Moysiadis, Theodoros, 2017. "Binary time series models driven by a latent process," Econometrics and Statistics, Elsevier, vol. 2(C), pages 117-130.
    17. Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021. "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, vol. 38(C).
    18. Yang Lu, 2020. "A simple parameter‐driven binary time series model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(2), pages 187-199, March.
    19. Eichler, M. & Grothe, O. & Manner, H. & Türk, D.D.T., 2012. "Modeling spike occurrences in electricity spot prices for forecasting," Research Memorandum 029, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    20. Antunes, António & Bonfim, Diana & Monteiro, Nuno & Rodrigues, Paulo M.M., 2018. "Forecasting banking crises with dynamic panel probit models," International Journal of Forecasting, Elsevier, vol. 34(2), pages 249-275.
    21. Koukouritakis, Minoas, 2013. "Expectations hypothesis in the context of debt crisis: Evidence from five major EU countries," Research in Economics, Elsevier, vol. 67(3), pages 243-258.
    22. Gerlach, Stefan & Stuart, Rebecca, 2018. "The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913," CEPR Discussion Papers 13013, C.E.P.R. Discussion Papers.
    23. Adrian Pagan & Don Harding, 2011. "Econometric Analysis and Prediction of Recurrent Events," CREATES Research Papers 2011-33, Department of Economics and Business Economics, Aarhus University.
    24. Straetmans, S.T.M. & Candelon, B. & Ahmed, J., 2012. "Predicting and capitalizing on stock market bears in the U.S," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    25. Harri Pönkä, 2018. "Sentiment and sign predictability of stock returns," Economics Bulletin, AccessEcon, vol. 38(3), pages 1676-1684.
    26. Allaj, Erindi & Sanfelici, Simona, 2023. "Early Warning Systems for identifying financial instability," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1777-1803.
    27. Juan Laborda & Sonia Ruano & Ignacio Zamanillo, 2023. "Multi-Country and Multi-Horizon GDP Forecasting Using Temporal Fusion Transformers," Mathematics, MDPI, vol. 11(12), pages 1-26, June.
    28. Mengya Liu & Fukang Zhu & Ke Zhu, 2022. "Modeling normalcy‐dominant ordinal time series: An application to air quality level," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(3), pages 460-478, May.
    29. Troy Davig & Aaron Smalter Hall, 2016. "Recession forecasting using Bayesian classification," Research Working Paper RWP 16-6, Federal Reserve Bank of Kansas City.
    30. Mohamed Belkhir & Sami Ben Naceur & Bertrand Candelon & Jean-Charles Wijnandts, 2020. "Macroprudential Policies, Economic Growth, and Banking Crises," IMF Working Papers 2020/065, International Monetary Fund.
    31. Jeremy J. Nalewaik, 2011. "Forecasting recessions using stall speeds," Finance and Economics Discussion Series 2011-24, Board of Governors of the Federal Reserve System (U.S.).
    32. Natasia Engeline S & Salomo Posmauli Matondang, 2016. "Early Warning System And Currency Volatility Management In Emerging Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 19(2), pages 129-152, October.
    33. Adrian Fernandez-Perez & Fernando Fernández-Rodríguez & Simón Javier Sosvilla Rivero, 2013. "The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market," Documentos de Trabajo del ICAE 2013-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    34. Fokianos, Konstantinos & Truquet, Lionel, 2019. "On categorical time series models with covariates," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3446-3462.
    35. Chan, Felix & Pauwels, Laurent L. & Wongsosaputro, Johnathan, 2013. "The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 175-189.
    36. Hamilton, James D., 2011. "Calling recessions in real time," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1006-1026, October.
    37. Pauwels, Laurent & Vasnev, Andrey, 2013. "Forecast combination for U.S. recessions with real-time data," Working Papers 02/2013, University of Sydney Business School, Discipline of Business Analytics.
    38. Igor Kheifets & Carlos Velasco, 2013. "New Goodness-of-fit Diagnostics for Conditional Discrete Response Models," Cowles Foundation Discussion Papers 1924, Cowles Foundation for Research in Economics, Yale University.
    39. Laurini, Márcio P. & Caldeira, João F., 2016. "A macro-finance term structure model with multivariate stochastic volatility," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 68-90.
    40. Daniel Ofori-Sasu & Emmanuel Sarpong-Kumankoma & Saint Kuttu & Elikplimi Komla Agbloyor & Joshua Yindenaba Abor, 2024. "Risk-taking and systemic banking crisis in Africa: do regulatory policy framework provide new insight in threshold models?," Risk Management, Palgrave Macmillan, vol. 26(2), pages 1-37, May.
    41. Shuping Shi & Peter C. B. Phillips & Stan Hurn, 2018. "Change Detection and the Causal Impact of the Yield Curve," Journal of Time Series Analysis, Wiley Blackwell, vol. 39(6), pages 966-987, November.
    42. 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.
    43. Algieri, Bernardina & Leccadito, Arturo, 2019. "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, vol. 84(C).
    44. Jean-Baptiste Hasse, 2020. "Systemic Risk: a Network Approach," Working Papers halshs-02893780, HAL.
    45. Márcio Laurini & João Frois Caldeira, 2012. "Some Comments on a Macro-Finance Model with Stochastic Volatility," IBMEC RJ Economics Discussion Papers 2012-04, Economics Research Group, IBMEC Business School - Rio de Janeiro.
    46. Luís Aguiar-Conraria & Manuel M. F. Martins & Maria Joana Soares, 2010. "The yield curve and the macro-economy across time and frequencies," CEF.UP Working Papers 1004, Universidade do Porto, Faculdade de Economia do Porto.
    47. Romano, A.A. & Scandurra, G. & Carfora, A., 2015. "Probabilities to adopt feed in tariff conditioned to economic transition: A scenario analysis," Renewable Energy, Elsevier, vol. 83(C), pages 988-997.
    48. 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.
    49. Naceur, Sami Ben & Candelon, Bertrand & Lajaunie, Quentin, 2019. "Taming financial development to reduce crises," LIDAM Reprints LFIN 2019005, Université catholique de Louvain, Louvain Finance (LFIN).
    50. Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
    51. Igor Kheifets & Carlos Velasco, 2012. "Model Adequacy Checks for Discrete Choice Dynamic Models," Working Papers w0170, New Economic School (NES).
    52. 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.
    53. Ratcliff, Ryan, 2013. "The “probability of recession”: Evaluating probabilistic and non-probabilistic forecasts from probit models of U.S. recessions," Economics Letters, Elsevier, vol. 121(2), pages 311-315.
    54. Jean-Baptiste Hasse, 2022. "Systemic risk: a network approach," Post-Print hal-03740283, HAL.
    55. Liu, Jiadong & Papailias, Fotis & Quinn, Barry, 2021. "Direction-of-change forecasting in commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
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  5. Kauppi, Heikki, 2004. "On The Robustness Of Hypothesis Testing Based On Fully Modified Vector Autoregression When Some Roots Are Almost One," Econometric Theory, Cambridge University Press, vol. 20(2), pages 341-359, April.

    Cited by:

    1. Kwon, Dae-Heum & Koo, Won W., 2013. "Price Transmission Mechanism among Disaggregated Processing Stages of Food: Demand-Pull or Cost-Push?," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 35(5), pages 1-17, January.

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