Date of Award

1-1-2014

Language

English

Document Type

Dissertation

Degree Name

Doctor of Philosophy (PhD)

College/School/Department

Department of Economics

Content Description

1 online resource (v, 125 pages) : illustrations (some color)

Dissertation/Thesis Chair

Kajal Lahiri

Committee Members

Huaming Peng, Byoung G Park

Keywords

Binormal model, Copula, Loss function, Receiver operating characteristic curve, Survey of Professional Forecasters, Yield spread, Economic forecasting, Recessions, Econometric models, Decision making

Subject Categories

Economics

Abstract

Forecasting binary outcomes is involved in a wide variety of decision-making settings. This dissertation addresses the econometric issues related to predicting binary outcomes from three perspectives: estimation, evaluation and combination. All methodologies are empirically illustrated by predicting economic recessions in the United States.

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Economics Commons

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