## Abstract The paper uses the standard probit model proposed by Estrella and Mishkin (1996), as well as the modified probit model suggested by Dueker (1997), to examine the ability of the yield curve to predict recessions in South Africa, and compares its predictive power with other commonly used
Yield Curve and Recession Forecasting in a Machine Learning Framework
β Scribed by Gogas, Periklis; Papadimitriou, Theophilos; Matthaiou, Maria; Chrysanthidou, Efthymia
- Book ID
- 125358472
- Publisher
- Springer US
- Year
- 2014
- Tongue
- English
- Weight
- 542 KB
- Volume
- 45
- Category
- Article
- ISSN
- 1572-9974
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