Replication Package for: "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach"

This replication package contains the files required to replicate the results from our paper: "Forecasting Recessions in Canada: An Autoregressive Probit Model Approach." In particular, it includes the data files (with a sample going from 1973-2022), scripts to reproduce empirical analyses and figures, and files related to model selection. The package also contains supporting spreadsheets used for other tables and robustness checks (e.g., recession chronology, variable rankings, MCMC results).

Please refer to the read-me file for further guidance. Replication package for peer-reviewed article forthcoming in Canadian Journal of Economics.