Discussion Paper
Out-of-Sample Performance of Recession Probability Models
Abstract: This note discusses the out-of-sample (OOS) performance of several probit models used to assess the likelihood that the U.S. economy will be in a recession within the following year.
https://doi.org/10.17016/2380-7172.2454
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Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2019-12-13
Number: 2019-12-13-1