Forecast encompassing tests and probability forecasts
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference42 articles.
1. Predicting the probability of a recession with nonlinear autoregressive leading indicator models;Anderson;Macroeconomic Dynamics,2001
2. Predicting U.S. business cycle regimes;Birchenhall;Journal of Business and Economic statistics,1999
3. Verification of forecasts expressed in terms of probability;Brier;Monthly Weather Review,1950
4. Unemployment equilibria and input prices: Theory and evidence from the United States;Carruth;Review of Economics and Statistics,1998
5. Predicting a recession: evidence from the yield curve in the presence of structural breaks;Chauvet;Economic Letters,2002
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