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

Christian Proaño and Thomas Theobald

No 1205, Working Papers from New School for Social Research, Department of Economics

Keywords: Dynamic probit models; out-of-sample forecasting; yield curve; real-time econometrics (search for similar items in EconPapers)
JEL-codes: C25 C53 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2012-07
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Citations: View citations in EconPapers (1)

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