Tag Archives: probit models

Recession Model Improvements

Posted on November 21, 2012 by

I introduced the topic of recession forecasting in late October with a discussion of Capital Spectator’s Economic Trend index, which I used as a foundation for two new recession forecasting models. Last week I explained the potential limitations of forecasting … Continue reading →

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Recession Models and the Fiscal Cliff

Posted on November 13, 2012 by

Last week I introduced two new probit models to forecast recessions and the period between the market’s peak and trough associated with each recession – as defined by the National Bureau of Economic Research (NBER). In response to that article, … Continue reading →

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Posted in Economic Indicators, Market Commentary, Market Timing, Recession Forecasting Model | Tagged , , , , , , , | Leave a comment