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Predicting U.S. Recessions with Dynamic Binary Response Models

Heikki Kauppi, Pentti Saikkonen

Review of Economics and Statistics, 2008. DOI 10.1162/rest.90.4.777

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.

Reproductions

• Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008), Park et al. (2019). Empirical Economics. Outcome recorded: computationally reproducible, robust. Computational: we first replicate the results of the fully parametric dynamic probit model for forecasting US recessions from Kauppi and Saikkonen Outcome read from Computational: abstract. View paper

Cite this record

Kauppi, H., & Saikkonen, P. (2008). Predicting U.S. Recessions with Dynamic Binary Response Models. Review of Economics and Statistics, 90(4), 777–791. https://doi.org/10.1162/rest.90.4.777

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