Politická ekonomie 2002, 50(2) | DOI: 10.18267/j.polek.356
Detekce a prognóza bodů obratu v ekonomickém vývoji
Detection and forecast of change-points in economic development
The scope of this paper is to investigate the possibility of using probit analysis for the detection of change-points in economical development. The role of exogenous variables in this analysis is specified. The principal attribute of this contribution is the possibility of the prediction of change-points. The application is performed using real data of Czech economy.
Keywords: GDP, change-points detection and forecast, probit analysis
Published: April 1, 2002 Show citation
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