Predicting national and regional recessions using probit modeling and interest-rate spreads

Journal of Regional Science

Volumn 43, Issue 2, 2003, Pages 373-392

  Shoesmith, Gary L ^a  

^a WAKE FOREST UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC INSTABILITY; FORECASTING METHOD; INTEREST RATE; MODELING;

EID: 0038269630     PISSN: 00224146     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9787.00303     Document Type: Article

References (5)

1. Dua, Pami and Stephen M. Miller. 1996. "Forecasting and Analyzing Economic Activity with Coincident and Leading Indexes: The Case of Connecticut," Journal of Forecasting, 15, 509-526.
2. Estrella, Arturo and Frederic S. Mishkin. 1996. "The Yield Curve as a Predictor of U.S. Recessions." Federal Reserve Bank of New York Current Issues in Economics and Finance, 2, 1-7.
3. Estrella, Arturo. 1998. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," Review of Economics and Statistics, 80, 45-61.
4. Phillips, Keith R. 1994. "Regional Indexes of Leading Economic Indicators," in M.P. Niemira and P.A Klein (eds.), Forecasting Financial and Economic Cycles. New York: John Wiley and Sons, pp. 347-360.
5. Phillips, Keith R. 1996. "Building a Forecasting Model of State Employment Growth Utilizing Long-term Relationships and Short-term Indicators," Working Paper, Federal Reserve Bank of Dallas.