A Modified Dynamic Probit Model for Identifying andPredicting Recessions
碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === In this study, we propose a two-step method to circumvent the “announcement lag” problem of the National Bureau of Economic Research recession dummy, which may not be suitably dealt with by existing studies on the dynamic Probit model. Specifically, we first iden...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62173187439021626822 |