Monetary policy, composite leading economic indicators and predicting the 2001 recession
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References listed on IDEAS
- Mostaghimi, Mehdi & Rezayat, Fahimeh, 1996. "Probability Forecast of Downturn in U.S. Economy Using Classical Statistical Decision Theory," Empirical Economics, Springer, vol. 21(2), pages 255-279.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
- Mehdi Mosthaghimi, 2001. "Are the New U.S. Composite Leading Economic Indicators More Informative?," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 205-213, January.
- Michael J. Dueker, 2002. "Regime-dependent recession forecasts and the 2001 recession," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 29-36.
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- repec:eee:jouret:v:91:y:2015:i:2:p:289-308 is not listed on IDEAS
- Lafuente Luengo, Juan Ángel & Ruiz, Jesús & Pérez, Rafaela, 2011. "Estimating US persistent and transitory monetary shocks: implications for monetary policy," DEE - Working Papers. Business Economics. WB wb113108, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
- Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2014. "Time-varying inflation targeting after the nineties," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 400-408.
- J. A. Lafuente & R. Pérez & J. Ruiz, 2018. "Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule," Documentos de Trabajo del ICAE 2018-19, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
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