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Macro-financial linkages and business cycles: A factor-probit approach

Author

Listed:
  • Christophe Bellégo
  • Laurent Ferrara

    (EconomiX - EconomiX - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

Abstract

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Suggested Citation

  • Christophe Bellégo & Laurent Ferrara, 2012. "Macro-financial linkages and business cycles: A factor-probit approach," Post-Print hal-01385846, HAL.
    • Handle: RePEc:hal:journl:hal-01385846
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    Cited by:

    1. Ferrara, Laurent & Marsilli, Clément & Ortega, Juan-Pablo, 2014. "Forecasting growth during the Great Recession: is financial volatility the missing ingredient?," Economic Modelling, Elsevier, vol. 36(C), pages 44-50.
    2. Harri Pönkä & Markku Stenborg, 2020. "Forecasting the state of the Finnish business cycle," Finnish Economic Papers, Finnish Economic Association, vol. 29(1), pages 81-99, Spring.
    3. Nissilä, Wilma, 2020. "Probit based time series models in recession forecasting – A survey with an empirical illustration for Finland," BoF Economics Review 7/2020, Bank of Finland.
    4. Harri Ponka, 2017. "The Role of Credit in Predicting US Recessions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(5), pages 469-482, August.
    5. Narcissa Balta & Bořek Vašíček, 2020. "Financial channels and economic activity in the euro area: a large-scale Bayesian VAR approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(2), pages 431-451, May.
    6. Irma Alonso & Luis Molina, 2019. "The SHERLOC: an EWS-based index of vulnerability for emerging economies," Working Papers 1946, Banco de España.

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