Out-of-Sample Performance of Recession Probability Models
Posted: 9 Jul 2021
Date Written: December, 2019
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.
Suggested Citation: Suggested Citation
Pike, Tyler and Vazquez-Grande, Francisco, Out-of-Sample Performance of Recession Probability Models (December, 2019). FEDS Notes No. 2019-12-13-1, Available at SSRN: https://ssrn.com/abstract=3881617 or http://dx.doi.org/10.17016/2380-7172.2454
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