Predicting the probability of a recession with nonlinear autoregressive leading-indicator models

Macroeconomic Dynamics

Volumn 5, Issue 4, 2001, Pages 482-505

  Anderson, Heather M ^a   Vahid, Farshid ^b  

^a MONASH UNIVERSITY   (Australia)

^b NONE

Author keywords

Event Probabilities; Leading Indicators; Nonlinear Models

Indexed keywords

EID: 0035622243     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100501023033     Document Type: Article

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