Business fluctuations and cycles - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:29:47+00:00Predicting Canadian Recessions Using Financial Variables: A Probit Approach
https://www.bankofcanada.ca/1998/04/working-paper-1998-5/
This paper examines the ability of a number of financial variables to predict Canadian recessions. Regarding methodology, we follow closely the technique employed by Estrella and Mishkin (1998), who use a probit model to predict U.S. recessions up to eight quarters in advance. Our main finding is that the spread between the yield on Canadian […]1998-04-05T08:41:35+00:00enPredicting Canadian Recessions Using Financial Variables: A Probit Approach1998-04-05Business fluctuations and cyclesInterest ratesWorking Paper 1998-5 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp98-5.pdfPredicting Canadian Recessions Using Financial Variables: A Probit ApproachJoseph Atta-MensahGreg TkaczApril 1998EE3E32E4E43