Dynamic forecasts of qualitative variables: A qual VAR model of U.S. recessions

Journal of Business and Economic Statistics

Volumn 23, Issue 1, 2005, Pages 96-104

  Dueker, Michael ^a  

^a FEDERAL RESERVE BANK OF ST LOUIS   (United States)

Author keywords

Dummy endogenous variable; Dynamic probit; Recession forecasting

Indexed keywords

EID: 12344308031     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000613     Document Type: Article

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