Out-of-Sample Performance of Recession Probability Models

Tyler Pike and Francisco Vazquez-Grande
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Francisco Vazquez-Grande: https://www.federalreserve.gov/econres/francisco-vazquez-grande.htm

No 2019-12-13-1, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)

Abstract: This note discusses the out-of-sample (OOS) performance of several probit models used to assess the likelihood that the U.S. economy will be in a recession within the following year.

Date: 2019-12-13
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2019-12-13-1

DOI: 10.17016/2380-7172.2454

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