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.


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Bibliographic Information

Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: FEDS Notes

Publication Date: 2019-12-13-1

Number: 2019-12-13-1