Recession probability indexes: a survey
AbstractNo abstract is available for this item.
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Bibliographic InfoArticle provided by Federal Reserve Bank of San Francisco in its journal Economic Review.
Volume (Year): (1991)
Issue (Month): Fall ()
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- Olivier J. Blanchard & Mark W. Watson, 1986.
"Are Business Cycles All Alike?,"
in: The American Business Cycle: Continuity and Change, pages 123-180
National Bureau of Economic Research, Inc.
- Thomas J. Sargent & Christopher A. Sims, 1977.
"Business cycle modeling without pretending to have too much a priori economic theory,"
Working Papers, Federal Reserve Bank of Minneapolis
55, Federal Reserve Bank of Minneapolis.
- Tom Doan, . "RATS program to estimate observable index model from Sargent-Sims(1977)," Statistical Software Components RTZ00126, Boston College Department of Economics.
- Neftici, Salih N., 1982. "Optimal prediction of cyclical downturns," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 4(1), pages 225-241, November.
- William Roberds, 1988. "A quarterly Bayesian VAR model of the US economy," Working Paper, Federal Reserve Bank of Atlanta 88-2, Federal Reserve Bank of Atlanta.
- Ben Bernanke, 1990.
"On the Predictive Power of Interest Rates and Interest Rate Spreads,"
NBER Working Papers
3486, National Bureau of Economic Research, Inc.
- Ben S. Bernanke, 1990. "On the predictive power of interest rates and interest rate spreads," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 51-68.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, Econometric Society, vol. 57(2), pages 357-84, March.
- Evan F. Koenig & Kenneth M. Emery, 1991. "Misleading indicators? Using the composite leading indicators to predict cyclical turning points," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, Federal Reserve Bank of Dallas, issue Jul, pages 1-14.
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