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Business Cycles, Indicators, and Forecasting

Citations

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Cited by:

  1. DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018. "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
  2. Ubilava, David, 2019. "On The Relationship Between Financial Instability And Economic Performance: Stressing The Business Of Nonlinear Modeling," Macroeconomic Dynamics, Cambridge University Press, vol. 23(1), pages 80-100, January.
  3. Christopher L. Gilbert & Duo Qin, 2007. "Representation in Econometrics: A Historical Perspective," Working Papers 583, Queen Mary University of London, School of Economics and Finance.
  4. Sergey V. Smirnov & Nikolay V. Kondrashov & Anna V. Petronevich, 2017. "Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(1), pages 53-73, May.
  5. Tsai, Bi-Huei & Chang, Chih-Jen & Chang, Chun-Hsien, 2016. "Elucidating the consumption and CO2 emissions of fossil fuels and low-carbon energy in the United States using Lotka–Volterra models," Energy, Elsevier, vol. 100(C), pages 416-424.
  6. Michael DeStefano, 2004. "Stock Returns and the Business Cycle," The Financial Review, Eastern Finance Association, vol. 39(4), pages 527-547, November.
  7. Chris Birchenhall & Denise Osborn & Marianne Sensier, 2001. "Predicting UK Business Cycle Regimes," Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(2), pages 179-195, May.
  8. AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib, 2015. "Forecasting Inflation in Tunisia Using Dynamic Factors Model," MPRA Paper 65514, University Library of Munich, Germany.
  9. Masaki Katsuura & Allan P. Layton, 1999. "Is the 1990’s US Expansion Similar to the 1960’s?," School of Economics and Finance Discussion Papers and Working Papers Series 062, School of Economics and Finance, Queensland University of Technology.
  10. Shushanik Papanyan, 2015. "Digitization and Productivity: Measuring Cycles of Technological Progress," Working Papers 15/33, BBVA Bank, Economic Research Department.
  11. Christian Weber, 1996. "A note on unemployment rates and the paper-bill spread," Applied Economics Letters, Taylor & Francis Journals, vol. 3(1), pages 49-51.
  12. repec:syb:wpbsba:05/2013 is not listed on IDEAS
  13. Duo Qin, 2010. "Econometric Studies of Business Cycles in the History of Econometrics," Working Papers 669, Queen Mary University of London, School of Economics and Finance.
  14. Allan Layton & Masaki Katsuura, 2001. "A new turning point signalling system using the Markov switching model with application to Japan, the USA and Australia," Applied Economics, Taylor & Francis Journals, vol. 33(1), pages 59-70.
  15. Cruz-Rodríguez, Alexis, 2004. "Un análisis del ciclo económico de la República Dominicana bajo cambios de régimen [Analysis of business cycle of the Dominican Republic using Markov Switching model]," MPRA Paper 54352, University Library of Munich, Germany.
  16. Michael Funke & Harm Bandholz, 2003. "In search of leading indicators of economic activity in Germany," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 22(4), pages 277-297.
  17. Fernando N. de Oliveira, 2015. "Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models," Working Papers Series 402, Central Bank of Brazil, Research Department.
  18. Terence C. Mills & Ping Wang, 2003. "Multivariate Markov Switching Common Factor Models for the UK," Bulletin of Economic Research, Wiley Blackwell, vol. 55(2), pages 177-193, April.
  19. Christopher J. Neely & David E. Rapach, 2015. "Common Fluctuations in OECD Budget Balances," Review, Federal Reserve Bank of St. Louis, vol. 97(2), pages 109-132.
  20. Kallandranis Christos & Karidis Socrates, 2014. "Assessing the Effect of the Consumer-Voter Sentiment on Tiebout-Like Migration: The EU 27 Case," Global Economy Journal, De Gruyter, vol. 14(1), pages 1-25, June.
  21. Schreiber, Sven, 2013. "Forecasting business-cycle turning points with (relatively large) linear systems in real time," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79709, Verein für Socialpolitik / German Economic Association.
  22. Lars-Erik Öller & Lasse Koskinen, 2004. "A classifying procedure for signalling turning points," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 197-214.
  23. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers halshs-02262202, HAL.
  24. Tao Chen & Liang Wu & Isabel Kit-Ming Yan, 2013. "On the Use of International Commodity Futures Spread for Forecasting China's Net Imports of Commodities," The World Economy, Wiley Blackwell, vol. 36(7), pages 861-879, July.
  25. Guerron-Quintana, Pablo A., 2013. "Common and idiosyncratic disturbances in developed small open economies," Journal of International Economics, Elsevier, vol. 90(1), pages 33-49.
  26. Schreiber, Sven & Soldatenkova, Natalia, 2016. "Anticipating business-cycle turning points in real time using density forecasts from a VAR," Journal of Macroeconomics, Elsevier, vol. 47(PB), pages 166-187.
  27. E. Philip Howrey, 2001. "The Predictive Power of the Index of Consumer Sentiment," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 32(1), pages 175-216.
  28. Rua, António, 2017. "A wavelet-based multivariate multiscale approach for forecasting," International Journal of Forecasting, Elsevier, vol. 33(3), pages 581-590.
  29. Heikki Kauppi, 2019. "Recession Prediction with OptimalUse of Leading Indicators," Discussion Papers 125, Aboa Centre for Economics.
  30. Richard Zhe Wang & Menghistu Sallehu, 2014. "The Hidden Message in AFS Securitites of US Banks," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 59-70.
  31. T.P. Koirala Ph.D., 2013. "Time-varying Parameters of Inflation Model in Nepal: State Space Modeling," NRB Working Paper 16/2013, Nepal Rastra Bank, Research Department.
  32. Döpke, Jörg, 1999. "Predicting Germany's recessions with leading indicators: Evidence from probit models," Kiel Working Papers 944, Kiel Institute for the World Economy (IfW).
  33. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," Working Papers 2019-4, University of Hawaii Economic Research Organization, University of Hawaii at Manoa.
  34. McCracken,M.W. & West,K.D., 2001. "Inference about predictive ability," Working papers 14, Wisconsin Madison - Social Systems.
  35. Sensier, Marianne & Artis, Michael & Osborn, Denise R. & Birchenhall, Chris, 2004. "Domestic and international influences on business cycle regimes in Europe," International Journal of Forecasting, Elsevier, vol. 20(2), pages 343-357.
  36. Nataša Erjavec & Petar Sorić & Mirjana Čižmešija, 2016. "Predicting the probability of recession in Croatia: Is economic sentiment the missing link?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 34(2), pages 555-579.
  37. António Rua, 2017. "Dating the Portuguese business cycle," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
  38. Dean Croushore & Katherine Marsten, 2014. "The continuing power of the yield spread in forecasting recessions," Working Papers 14-5, Federal Reserve Bank of Philadelphia.
  39. Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
  40. repec:nrb:wpaper:nrbwp162013 is not listed on IDEAS
  41. Galin Petrov Stefanov, 2020. "Mundel Optimality of the Bulgarian Accession to the Euro Area," Izvestiya, Varna University of Economics, issue 3, pages 297-315.
  42. Deicy J. Cristiano-Botia & Manuel Dario Hernandez-Bejarano & Mario A. Ramos-Veloza, 2021. "Labor Market Indicator for Colombia (LMI)," Borradores de Economia 1152, Banco de la Republica de Colombia.
  43. Maximo Camacho, 2004. "Vector smooth transition regression models for US GDP and the composite index of leading indicators," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(3), pages 173-196.
  44. Lee, Grace H.Y. & Azali, M., 2012. "Is East Asia an optimum currency area?," Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
  45. Catherine Doz & Peter Fuleky, 2019. "Dynamic Factor Models," PSE Working Papers halshs-02262202, HAL.
  46. J.D. Hollingworth, 1997. "Leading Indicators of Australian Recessions: Part 2," Economics Discussion / Working Papers 97-17, The University of Western Australia, Department of Economics.
  47. Marjan Petreski & Blagica Petreski, 2014. "Leading composite index produced by Finance Think: Forecasting power reassessed," Finance Think Policy Studies 2014-12/2, Finance Think - Economic Research and Policy Institute.
  48. Shyh-Wei Chen, 2006. "Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation," Economics Bulletin, AccessEcon, vol. 5(10), pages 1-17.
  49. Abdullah Tahir & Jameel Ahmed & Waqas Ahmed, 2018. "Robust Quarterization of GDP and Determination of Business Cycle Dates for IGC Partner Countries," SBP Working Paper Series 97, State Bank of Pakistan, Research Department.
  50. Moradi, Alireza, 2016. "Modeling Business Cycle Fluctuations through Markov Switching VAR:An Application to Iran," MPRA Paper 73608, University Library of Munich, Germany.
  51. T.P.Koirala Ph.D., 2013. "Time-Varying Parameters of Inflation Model in Nepal: State Space Modeling," NRB Economic Review, Nepal Rastra Bank, Research Department, vol. 25(2), pages 66-77, October.
  52. Arie Marom & Yigal Menashe & Tanya Suchoy, 2003. "The State-of-The-Economy Index and The probability of Recession: The Markov Regime-Switching Model," Bank of Israel Working Papers 2003.05, Bank of Israel.
  53. Joseph G. Haubrich, 2020. "Does the Yield Curve Predict Output?," Working Papers 202034, Federal Reserve Bank of Cleveland.
  54. Orbe Lizundia, Jesús María & Ferreira García, María Eva & Núñez Antón, Vicente Alfredo, 2001. "Analysis of Length of Time Spent in Chapter 11 Bankruptcy," BILTOKI 2001-01, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
  55. Grace Lee, 2011. "Aggregate shocks decomposition for eight East Asian countries," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 16(2), pages 215-232.
  56. Siem Jan Koopman & Kai Ming Lee, 2005. "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers 05-081/4, Tinbergen Institute.
  57. Marjan Petreski & Blagica Petreski, 2014. "Leading composite index produced by Finance Think: Forecasting power reassessed," Finance Think Policy Studies 2014-12, Finance Think - Economic Research and Policy Institute.
  58. C R Birchenhall & D R Osborn & M Sensier, 2000. "Predicting UK Business Cycle Regimes," Centre for Growth and Business Cycle Research Discussion Paper Series 02, Economics, The Univeristy of Manchester.
  59. Fildes, Robert, 2006. "The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion," International Journal of Forecasting, Elsevier, vol. 22(3), pages 415-432.
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