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Re-employment probabilities over the business cycle

✍ Scribed by Guido W. Imbens; Lisa M. Lynch


Book ID
106301807
Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
383 KB
Volume
5
Category
Article
ISSN
1617-982X

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## Abstract This paper examines the information available through leading indicators for modelling and forecasting the UK quarterly index of production. Both linear and non‐linear specifications are examined, with the latter being of the Markov‐switching type as used in many recent business cycle a