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Detekce a prognóza bodů obratu v ekonomickém vývoji

Detection and forecast of change-points in economic development

Richard Hindls and Stanislava Hronová

Politická ekonomie, 2002, vol. 2002, issue 2

Abstract: The scope of this paper is to investigate the possibility of using probit analysis for the detection of change-points in economical development. The role of exogenous variables in this analysis is specified. The principal attribute of this contribution is the possibility of the prediction of change-points. The application is performed using real data of Czech economy.

Keywords: GDP; change-points detection and forecast; probit analysis (search for similar items in EconPapers)
Date: 2002
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DOI: 10.18267/j.polek.356

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