EWS: Early Warning System

Early Warning Systems (EWS) are a toolbox for policymakers to prevent or attenuate the impact of economic downturns. Modern EWS are based on the econometric framework of Kauppi and Saikkonen (2008) <doi:10.1162/rest.90.4.777>. Specifically, this framework includes four dichotomous models, relying on a logit approach to model the relationship between yield spreads and future recessions, controlling for recession risk factors. These models can be estimated in a univariate or a balanced panel framework as in Candelon, Dumitrescu and Hurlin (2014) <doi:10.1016/j.ijforecast.2014.03.015>. This package provides both methods for estimating these models and a dataset covering 13 OECD countries over a period of 45 years. This package constitutes a useful toolbox (data and functions) for scholars as well as policymakers.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: numDeriv
Published: 2020-04-07
Author: Quentin Lajaunie [cre], Jean-Baptiste Hasse [aut]
Maintainer: Quentin Lajaunie <quentin_lajaunie at hotmail.fr>
License: GPL-3
NeedsCompilation: no
CRAN checks: EWS results


Reference manual: EWS.pdf
Package source: EWS_0.1.0.tar.gz
Windows binaries: r-prerelease: EWS_0.1.0.zip, r-release: EWS_0.1.0.zip, r-oldrel: EWS_0.1.0.zip
macOS binaries: r-prerelease: EWS_0.1.0.tgz, r-release: EWS_0.1.0.tgz, r-oldrel: not available


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