Why the composite index of leading indicators doesn't lead
Download full text from publisher
Other versions of this item:
- Evan F. Koenig & Kenneth M. Emery, 1994. "Why The Composite Index Of Leading Indicators Does Not Lead," Contemporary Economic Policy, Western Economic Association International, vol. 12(1), pages 52-66, January.
References listed on IDEAS
- Emery, Kenneth M. & Koenig, Evan F., 1992.
"Forecasting turning points : Is a two-state characterization of the business cycle appropriate?,"
Elsevier, vol. 39(4), pages 431-435, August.
- Kenneth M. Emery & Evan F. Koenig, 1992. "Forecasting turning points: is a two-state characterization of the business cycle appropriate?," Working Papers 9214, Federal Reserve Bank of Dallas.
- Diebold, Francis X & Rudebusch, Glenn D, 1990.
"A Nonparametric Investigation of Duration Dependence in the American Business Cycle,"
Journal of Political Economy,
University of Chicago Press, vol. 98(3), pages 596-616, June.
- Glenn D. Rudebusch & Francis X. Diebold, 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.), revised 1988.
- 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.
- James H. Stock & Mark W. Watson, 1993.
"A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience,"
NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 95-156,
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.
- Lucinda Vargas & Victor Zarnowitz & Keith R. Phillips, 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 qii.
- Keith R. Phillips & Franklin D. Berger, 1994. "Solving the mystery of the disappearing January blip in state employment data," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue qii, 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 qi, pages 27-41.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:feddwp:9318. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Amy Chapman). General contact details of provider: http://edirc.repec.org/data/frbdaus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.