Global recessions and booms: What do probit models tell us?

Arbeitspapier

We present non-linear binary Probit models to capture the turning points in global economic activity as well as in advanced and emerging economies from 1980 to 2016. For that purpose, we use four different business cycle dating methods to identify the regimes (upswings, downswings). We find that especially activity-driven variables are important indicators for the turning points. Moreover, we identify similarities and differences between the different regions in this respect.

Angaben zum Objekt

• ISBN: 978-3-937804-63-7
• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Weidener Diskussionspapiere ; No. 61

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Multiple or Simultaneous Equation Models: Truncated and Censored Models; Switching Regression Models ; Multiple or Simultaneous Equation Models: Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions ; Business Fluctuations; Cycles
• Thema: Global GDP ; Probit ; Turning Points

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Baumann, Ursel ; Gómez Salvador, Ramón ; Seitz, Franz
• Ereignis: Veröffentlichung
• (wer): Ostbayerische Technische Hochschule Amberg-Weiden (OTH)
• (wo): Weiden i.d.OPf.
• (wann): 2018

Weitere Informationen

• Handle: http://hdl.handle.net/10419/180214
• Letzte Aktualisierung: 10.03.2025, 11:43 MEZ