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.
File(s): File format is text/html https://www.federalreserve.gov//econres/notes/feds-notes/out-of-sample-performance-of-recession-probability-models-20191213.htm
Part of Series: FEDS Notes
Publication Date: 2019-12-13-1