Forecasting turning points : Is a two-state characterization of the business cycle appropriate?
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- 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, issue Jul, pages 1-14.
- Robert G. King & Charles I. Plosser, 1989.
"Real Business Cycles and the Test of the Adelmans,"
NBER Working Papers
3160, National Bureau of Economic Research, Inc.
- King, Robert G. & Plosser, Charles I., 1994. "Real business cycles and the test of the Adelmans," Journal of Monetary Economics, Elsevier, vol. 33(2), pages 405-438, April.
- Robert G. King & Charles I. Plosser, 1989. "Real business cycles and the test of the Adelmans," Proceedings, Federal Reserve Bank of San Francisco.
- Wynne, Mark A. & Balke, Nathan S., 1992.
"Are deep recessions followed by strong recoveries?,"
Elsevier, vol. 39(2), pages 183-189, June.
- Mark A. Wynne & Nathan S. Balke, 1992. "Are deep recessions followed by strong recoveries?," Research Paper 9201, Federal Reserve Bank of Dallas.
- Neftici, Salih N., 1982. "Optimal prediction of cyclical downturns," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 225-241, November.
- Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1.
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