Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

No 2019014, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2019-01-01
Note: In : Empirical Economics, vol. 58, p. 379-392 (2020)
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Related works:
Journal Article: Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008) (2020)
Working Paper: Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008) (2018)
Working Paper: Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008) (2018)
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