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Tag Archives: recession forecast 2012
U.S. Recession Risk Jumps 20% in November
I introduced the topic of recession forecasting in late October and have since developed several recession forecasting tools that I created by applying probit, logit, and neural network models to a diffusion index of economic and market-related variables. If you … Continue reading
Posted in Economic Indicators, Fundamental Analysis, Market Commentary, Market Timing, Recession Forecasting Model, Strategy Development
Tagged diffusion index, ECRI recession forecast, logit model, neural network models, probit model, recession forecast 2012, recession forecasting, recession modeling, trade, trader
1 Comment
Recession Model Improvements
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
New Probit Models: U.S. Recession Risk is Currently Low
Last week I wrote about using statistical tools to forecast recessions and referenced James Picerno, who provided the inspiration for this idea through his articles on the Capital Spectator Economic Trend Index (CS-ETI) and the use of probit models to … Continue reading
Posted in Economic Indicators, Fundamental Analysis, In-Depth Article, Market Commentary, Market Timing, Recession Forecasting Model
Tagged economic cycle, economic cycle forecasting, probit model, recession, recession forecast 2012, recession forecasting, recession modeling, trader, traders
5 Comments
ECRI Betrayed by Their Own Index
Predicting recessions is notoriously difficult. However, there is at least one organization that has been successful in the past. The Economic Cycle Research Institute (ECRI) is one of the leaders in business cycle forecasting. According to The Economist magazine (in … Continue reading
A New Recession Slack Indicator
I introduced the topic of recession forecasting in late October. I have since developed several recession forecasting tools that I created by applying probit, logit, and neural network models to a diffusion index of economic and market-related variables. This article … Continue reading →