'Animal spirits' and expectations in U.S. recession forecasting

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dc.creatorMiddleton, Elliott
dc.date2001-08-08
dc.date2001-08-23
dc.date.accessioned2026-07-07T12:07:25Z
dc.date.available2026-07-07T12:07:25Z
dc.descriptionA two-variable model is developed to forecast the probability of recession in the U.S. economy. Like many others, the model uses data a year or more old to explain movements of a dichotomous dependent variable for recession. The innovation of the present effort is the introduction of a confidence variable, which appears to increase the qualitative accuracy and structural stability of the model in validation testing compared to others.
dc.descriptionpdf, 10 pages, 4 figures, submitted for publication; v2,v3 format and citation details; v4 affiliation change
dc.identifierhttps://arxiv.org/abs/nlin/0108012
dc.identifierhttp://arxiv.org/abs/nlin/0108012
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208965
dc.subjectAdaptation and Self-Organizing Systems
dc.subjectChaotic Dynamics
dc.subjectGeneral Finance
dc.title'Animal spirits' and expectations in U.S. recession forecasting
dc.typetext

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