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Predicting Turning Points: Technical Paper 2000-3

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  • Dan Chin
  • John Geweke
  • Preston Miller

Abstract

In this paper, we seek to develop a reliable method to predict turning points in observed economic variables. Our method is designed so that it can be used day to day with the information that is available at the time. We illustrate our method with respect to a particular variable: the civilian unemployment rate (UR). Our method applies as well to numerous other economic variables.

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File URL: http://www.cbo.gov/sites/default/files/cbofiles/ftpdocs/31xx/doc3110/20003.pdf
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Bibliographic Info

Paper provided by Congressional Budget Office in its series Working Papers with number 13337.

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Date of creation: 01 May 2000
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Handle: RePEc:cbo:wpaper:13337

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  1. Sichel, D.E., 1988. "Business Cycle Asymmetry: A Deeper Look," Papers 85, Princeton, Department of Economics - Financial Research Center.
  2. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409 National Bureau of Economic Research, Inc.
  3. Preston J. Miller & William Roberds, 1987. "The quantitative significance of the Lucas critique," Staff Report 109, Federal Reserve Bank of Minneapolis.
  4. Neftci, Salih N, 1984. "Are Economic Time Series Asymmetric over the Business Cycle?," Journal of Political Economy, University of Chicago Press, vol. 92(2), pages 307-28, April.
  5. Pesaran, M. Hashem & Potter, Simon M., 1997. "A floor and ceiling model of US output," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 661-695, May.
  6. Philip Rothman, 1998. "Forecasting Asymmetric Unemployment Rates," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 164-168, February.
  7. Miller, Preston J & Roberds, William T, 1991. "The Quantitative Significance of the Lucas Critique: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(4), pages 389, October.
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