Revisiting Forecasting of Recessions via Dynamic Probit for Time Series by Kauppi and Saikkonen (2008)
Byeong U. Park,
Leopold Simar () and
No WP032017, CEPA Working Papers Series from University of Queensland, School of Economics
In this work we first replicate the results of fully parametric dynamic probit model for forecasting US recessions from Kauppi and Saikkonen (2008) (which is in the spirit of Estrella and Mishkin (1995, 1998) and Dueker (1997)) and then contrast them to results from non-parametric local-likelihood dynamic probit model for the same data.
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Persistent link: https://EconPapers.repec.org/RePEc:qld:uqcepa:120
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