Forecasting recessions using financial variables: the French case-Reference-Cited by-同舟云学术

Forecasting recessions using financial variables: the French case

Published:2012-03-14 Issue:2 Volume:44 Page:419-433
ISSN:0377-7332
Container-title:Empirical Economics
language:en
Short-container-title:Empir Econ

Author:

Bismans Francis,Majetti Reynald

Publisher

Springer Science and Business Media LLC

Subject

Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s00181-012-0550-z.pdf

Reference34 articles.

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

3. Burns AF, Mitchell WC (1946) Measuring business cycles. National Bureau of Economic Research, New York

4. Canova F (1994) Detrending and turning points. Eur Econ Rev 38: 614–623

5. Chauvet M, Potter S (2005) Forecasting recessions using the yield curve. J Forecast 24: 77–103

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