Citations for "Predicting the Turning Points of a Time Series"
by Wecker, William E
- knani, ramzi & fredj, ali, 2010.
"Mondialisation et fluctuations des cycles économiques
[globalisation and business cycle fluctuation]," MPRA Paper 22755, University Library of Munich, Germany.
- Kenneth W Clements & Grace Gao, 2013.
"A Multi-Market Approach to Measuring the Cycle,"
Economics Discussion / Working Papers
13-16, The University of Western Australia, Department of Economics.
- Kenneth W Clements & Grace Gao, 2014. "A multi-market approach to measuring the cycle," Bankwest Curtin Economics Centre Working Paper series WP1404, Bankwest Curtin Economics Centre (BCEC), Curtin Business School.
- Don Harding & Adrian Pagan, 1999. "Dissecting the Cycle," Melbourne Institute Working Paper Series wp1999n13, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Eric Ghysels, 1992.
"On the Periodic Structure of the Business Cycle,"
Cowles Foundation Discussion Papers
1028, Cowles Foundation for Research in Economics, Yale University.
- Andrea Carriero & Massimiliano Marcellino, 2007.
"A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK,"
590, Queen Mary University of London, School of Economics and Finance.
- Carriero, Andrea & Marcellino, Massimiliano, 2007. "A comparison of methods for the construction of composite coincident and leading indexes for the UK," International Journal of Forecasting, Elsevier, vol. 23(2), pages 219-236.
- Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 0027, European Central Bank.
- 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.
- 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.
- Barberá De La Torre, Rafael Antonio & Doncel Pedrera, Luis Miguel & Sainz González, Jorge, 2006. "On the predictibility of the exchange rate behaviour: An application of Lucas' Model to the Spanish case/¿Es posible predecir el comportamiento del tipo de cambio? Una aplicación del modelo de Lucas a," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 427-452, Abril.
- Gianluca Cubadda, 2007.
"A Reduced Rank Regression Approach to Coincident and Leading Indexes Building,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 69(2), pages 271-292, 04.
- Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Dept. EGSeI.
- Maximo Camacho & Gabriel Perez-Quiros, 2002.
"This is what the leading indicators lead,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 17(1), pages 61-80.
- Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999.
"The European Business Cycle,"
CEPR Discussion Papers
2242, C.E.P.R. Discussion Papers.
- Artis, M. & Krolzig, H.-M. & Toro, J., 1999. "The European Business Cycle," Economics Working Papers eco99/24, European University Institute.
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002. "The European Business Cycle," Economic Working Papers at Centro de Estudios Andaluces E2002/19, Centro de Estudios Andaluces.
- Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society.
- 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.
- Victor Zarnowitz, 1986. "The Record and Improvability of Economic Forecasting," NBER Working Papers 2099, National Bureau of Economic Research, Inc.
- Stan Du Plessis & Kevin Kotze, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
- Wahyudi, Imam & Luxianto, Rizky & Iwani, Niken & Sulung, Liyu Adhika Sari, 2008. "Early Warning System in ASEAN Countries Using Capital Market Index Return: Modified Markov Regime Switching Model," MPRA Paper 59723, University Library of Munich, Germany, revised 16 Jul 2010.
- Harding, Don & Pagan, Adrian, 2002.
"Dissecting the cycle: a methodological investigation,"
Journal of Monetary Economics,
Elsevier, vol. 49(2), pages 365-381, March.
- Don Harding & Adrian Pagan, 2000. "Disecting the Cycle: A Methodological Investigation," Econometric Society World Congress 2000 Contributed Papers 1164, Econometric Society.
- Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
- Liu, Wen-Hsien & Chyi, Yih-Luan, 2006. "A Markov regime-switching model for the semiconductor industry cycles," Economic Modelling, Elsevier, vol. 23(4), pages 569-578, July.
- David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia.
- Barreiro Hurlé, Jesús & Pérez Y Pérez, Luis, 2006. "Social benefi ts of water quality improvement: an evaluation of the averting cost method in households/Benefi cios sociales de la mejora en la calidad del agua: una aproximación a partir de los costes," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 24, pages 453-476, Abril.
- Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum.
- Andrew Rennison, 2003. "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Staff Working Papers 03-8, Bank of Canada.