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Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator

Author

Listed:
  • Christian R. Proaño

    (Department of Economics, New School for Social Research)

  • Thomas Theobald

    (IMK)

Abstract

No abstract is available for this item.

Suggested Citation

  • Christian R. Proaño & Thomas Theobald, 2012. "Predicting German Recessions with a Composite Real-Time Dynamic Probit Indicator," Working Papers 1205, New School for Social Research, Department of Economics.
    • Handle: RePEc:new:wpaper:1205
    as

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    File URL: http://www.economicpolicyresearch.org/econ/2012/NSSR_WP_052012.pdf
    File Function: First version, 2012
    Download Restriction: no
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    Cited by:

    1. 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.

    More about this item

    Keywords

    Dynamic probit models; out-of-sample forecasting; yield curve; real-time econometrics;
    All these keywords.

    JEL classification:

    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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