The timing and accuracy of leading and lagging business cycle indicators: A new approach
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- Jane Binner & Rakesh Bissoondeeal & Andrew Mullineux, 2004.
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- Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York.
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"Financial fragility, patterns of firms' entry and exit and aggregate dynamics,"
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- Domenico Delli Gatti, Mauro Gallegati, Gianfranco Giulioni, Antonio Palestrini, -DISCUSSANT: Thomas Brenner, 2000. "Financial Fragility, Patterns Of Firms' Entry And Exit And Aggregate Dynamics," Computing in Economics and Finance 2000 282, Society for Computational Economics.
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- James H. Stock & Mark W.Watson, 2003. "Forecasting Output and Inflation: The Role of Asset Prices," Journal of Economic Literature, American Economic Association, vol. 41(3), pages 788-829, September.
- James H. Stock & Mark W. Watson, 2001. "Forecasting Output and Inflation: The Role of Asset Prices," NBER Working Papers 8180, National Bureau of Economic Research, Inc.
- 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, vol. 5(2), pages 242-264.
- 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.
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