Testing the Power of Leading Indicators to Predict Business Cycle Phase Changes
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References listed on IDEAS
- Allan Layton & Daniel Smith, 2000. "A further note on the three phases of the US business cycle," Applied Economics, Taylor & Francis Journals, vol. 32(9), pages 1133-1143.
- 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.
- Filardo, Andrew J, 1994.
"Business-Cycle Phases and Their Transitional Dynamics,"
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More about this item
KeywordsMarkov Regime Switching; Business Cycle; Quadratic Probability Score;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-17 (All new papers)
- NEP-ECM-2007-02-17 (Econometrics)
- NEP-MAC-2007-02-17 (Macroeconomics)
- NEP-RMG-2007-02-17 (Risk Management)
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