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Tag Archives: probit model
Recession Model Forecast: 01-01-2016
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through December 2015. Over the past 12 months, I added a number of new economic and market-based variables with very strong explanatory power … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast December 2015, Recession Slack Index, Trader Edge
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Recession Model Forecast: 12-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through November 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast November 2015, Recession Slack Index, Trader Edge
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Recession Model Forecast: 11-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through October 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast October 2015, Recession Slack Index, Trader Edge
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Recession Model Forecast: 10-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through September 2015. In January 2015, I created a new explanatory variable for a market-based indicator; I added two new explanatory variables in … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast September 2015, Recession Slack Index, Trader Edge
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Recession Risk Jumps: 09-01-2015
Over the past few months, I have written numerous articles about the increasing downside risk in the equity market. After the bottom fell out of the stock market last month, I have been particularly interested in examining the recession model … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Risk Management
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast August 2015, Recession Slack Index, Trader Edge
1 Comment
Recession Model Forecast: 08-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through July 2015. In January 2015, I created a new explanatory variable for a market-based indicator and I added another new explanatory variable … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast July 2015, Recession Slack Index, Trader Edge
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Recession Model Forecast: 07-01-2015
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through June 2015. In January 2015, I created a new explanatory variable for a market-based indicator and I added another new explanatory variable … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model
Tagged aggregate peak-trough model, aggregate recession model, diffusion index, logit model, probit model, recession forecast, recession forecast June 2015, Recession Slack Index, Trader Edge
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Model Flashes US Recession Warning: 02-01-2016
The following article updates the diffusion index, recession slack index, aggregate recession model, and aggregate peak-trough model through January 2016. Throughout 2015, I added a number of new economic and market-based variables with very strong explanatory power to the recession … Continue reading →