A Probit Model for the State of the Greek GDP Growth

A Probit Model for the State of the Greek GDP Growth

The paper provides probability estimates of the state of the GDP growth. A regime-switching model defines the probability of the Greek GDP being in boom or recession. Then probit models extract the predictive information of a set of explanatory (economic and financial) variables regarding the state...

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Bibliographic Details
Main Author: Stavros Degiannakis
Format: Article
Language:English
Published: MDPI AG 2015-08-01
Series:International Journal of Financial Studies
Subjects:
GDP growth
industrial production
probability of recession
probit model
realized volatility
regime switching
Online Access:http://www.mdpi.com/2227-7072/3/3/381

Internet

http://www.mdpi.com/2227-7072/3/3/381

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