Forecasting

Author:

Aimar Thierry,Bismans Francis,Diebolt Claude

Publisher

Springer International Publishing

Reference21 articles.

1. Bismans, F., & Majetti, R. (2013). Forecasting recessions using financial variables. The French case. Empirical Economics, 44, 419–433.

2. Bry, G., & Boschan, C. (1971). Cyclical analysis of time series: Selected procedures and computer programs. New York: National Bureau of Economic Research, Technical Paper 20.

3. Chauvet, M., & Potter, S. (2005). Forecasting recessions using the yield curve. Journal of Forecasting, 24, 77–103.

4. De Jong, R. M., & Woutersen, T. M. (2011). Dynamic time series binary choice. Econometric Theory, 27, 673–702.

5. Dueker, M. J. (1997). Strengthening the case for the yield curve as a predictor of U.S. recessions. Federal Reserve Bank of Saint Louis Review, 79, 41–51.

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