Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)
Has this study been replicated?
This paper is itself a replication attempt. The study it set out to replicate is listed below.
Study replicated
- Predicting U.S. Recessions with Dynamic Binary Response Models, Kauppi & Saikkonen (2008). Review of Economics and Statistics. View paper
Cite this record
Park, B. U., Simar, L., & Zelenyuk, V. (2019). Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008). Empirical Economics, 58(1), 379–392. https://doi.org/10.1007/s00181-019-01708-2
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