A tale of two recession-derivative indicators
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s00181-023-02361-6.pdf
Reference44 articles.
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2. Bauer MD, Mertens TM (2018) Information in the yield curve about future recessions. FRBSF Econom Lett 20:1–5
3. Bellégo C, Ferrara L (2009) Forecasting euro area recessions using time-varying binary response models for financial variables. Banque de France
4. Berge TJ, Jordà Ò (2011) Evaluating the classification of economic activity into recessions and expansions. Am Econom J Macroecon 3(2):246–277
5. Bismans F, Majetti R (2013) Forecasting recessions using financial variables: the French case. Empir Econ 44(2):419–433
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1. ROC and PRC Approaches to Evaluate Recession Forecasts;Journal of Business Cycle Research;2023-05-22
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