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The timing and accuracy of leading and lagging business cycle indicators: A new approach

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  • Seip, Knut Lehre
  • McNown, Robert

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  • Seip, Knut Lehre & McNown, Robert, 2007. "The timing and accuracy of leading and lagging business cycle indicators: A new approach," International Journal of Forecasting, Elsevier, vol. 23(2), pages 277-287.
  • Handle: RePEc:eee:intfor:v:23:y:2007:i:2:p:277-287
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    References listed on IDEAS

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    1. J. M. Binner & R. K. Bissoondeeal & A. W. Mullineux, 2005. "A composite leading indicator of the inflation cycle for the Euro area," Applied Economics, Taylor & Francis Journals, vol. 37(11), pages 1257-1266.
    2. Arturo Estrella & Frederic S. Mishkin, 1998. "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, pages 45-61.
    3. Leonall C. Andersen & Jerry L. Jordan, 1986. "Monetary and fiscal actions: a test of their relative importance in economic stabilization," Review, Federal Reserve Bank of St. Louis, issue Oct, pages 29-44.
    4. Jane M. Binner & Stuart I. Wattam, 2003. "A new composite leading indicator of inflation for the UK: a Kalman filter approach," Global Business and Economics Review, Inderscience Enterprises Ltd, pages 242-264.
    5. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, pages 629-644.
    6. Lawrence J. Christiano & Martin Eichenbaum & Charles L. Evans, 2005. "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy," Journal of Political Economy, University of Chicago Press, vol. 113(1), pages 1-45, February.
    7. James H. Stock & Mark W.Watson, 2003. "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, pages 788-829.
    8. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, pages 629-644.
    9. Delli Gatti, Domenico & Gallegati, Mauro & Giulioni, Gianfranco & Palestrini, Antonio, 2003. "Financial fragility, patterns of firms' entry and exit and aggregate dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 51(1), pages 79-97, May.
    10. Andrew J. Filardo, 1999. "How reliable are recession prediction models?," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 35-55.
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    Cited by:

    1. McNown, Robert & Seip, Knut Lehre, 2011. "Periods and structural breaks in US economic history 1959-2007," Journal of Policy Modeling, Elsevier, pages 169-182.
    2. Seip, Knut Lehre & McNown, Robert, 2015. "Does employees’ compensation vary with corporate profit?," Journal of Policy Modeling, Elsevier, pages 281-290.

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