Why The Composite Index Of Leading Indicators Does Not Lead
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- Koenig, Evan F. & Emery, Kenneth M., 1993. "Why the composite index of leading indicators doesn't lead," Working Papers 9318, Federal Reserve Bank of Dallas.
References listed on IDEAS
- Emery, Kenneth M. & Koenig, Evan F., 1992.
"Forecasting turning points : Is a two-state characterization of the business cycle appropriate?,"
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"A Nonparametric Investigation of Duration Dependence in the American Business Cycle,"
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- Francis X. Diebold & Glenn D. Rudebusch, 1988. "A nonparametric investigation of duration dependence in the American business cycle," Working Paper Series / Economic Activity Section 90, Board of Governors of the Federal Reserve System (U.S.).
- James H. Stock & Mark W. Watson, 1992. "A procedure for predicting recessions with leading indicators: econometric issues and recent performance," Working Paper Series, Macroeconomic Issues 92-7, Federal Reserve Bank of Chicago.
- Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," The Journal of Business, University of Chicago Press, vol. 62(3), pages 369-391, July.
- Saul H. Hymans, 1973. "On the Use of Leading Indicators to Predict Cyclical Turning Points," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 4(2), pages 339-384.
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"A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience,"
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National Bureau of Economic Research, Inc.
- James H. Stock & Mark W. Watson, 1992. "A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience," NBER Working Papers 4014, National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Franklin D. Berger & Keith R. Phillips, 1994. "Solving the mystery of the disappearing January blip in state employment data," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 53-62.
- Sergey V. Smirnov & Daria A. Avdeeva, 2016. "Wishful Bias in Predicting Us Recessions: Indirect Evidence," HSE Working papers WP BRP 135/EC/2016, National Research University Higher School of Economics.
- Franklin D. Berger & Keith R. Phillips, 1994. "The disappearing January blip and other state employment mysteries," Working Papers 9403, Federal Reserve Bank of Dallas.
- Gregory W. Huffman, 1994. "A primer on the nature of business cycles," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q I, pages 27-41.
- Keith R. Phillips & Lucinda Vargas & Victor Zarnowitz, 1996. "New tools for analyzing the Mexican economy: indexes of coincident and leading economic indicators," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II.
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