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Citations for "Predicting the Turning Points of a Time Series"

by Wecker, William E

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  1. 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.
  2. 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.
  3. Harding, Don & Pagan, Adrian, 2002. "Dissecting the cycle: a methodological investigation," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 365-381, March.
  4. 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.
  5. Cubadda, Gianluca, 2004. "A Reduced Rank Regression Approach to Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp04022, University of Molise, Dept. EGSeI.
  6. 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.
  7. Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004. "The European business cycle," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
  8. Andrea Carriero & Massimiliano Marcellino, 2007. "A Comparison of Methods for the Construction of Composite Coincident and Leading Indexes for the UK," Working Papers 590, Queen Mary University of London, School of Economics and Finance.
  9. 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.
  10. 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.
  11. Andrew Rennison, 2003. "Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach," Working Papers 03-8, Bank of Canada.
  12. Ghysels, Eric, 1994. "On the Periodic Structure of the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(3), pages 289-98, July.
  13. Camacho, Maximo & Pérez Quirós, Gabriel, 2000. "This is what the US leading indicators lead," Working Paper Series 0027, European Central Bank.
  14. 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.
  15. Thomas Walker & David Norman, 2004. "Co-movement of Australian State Business Cycles," Econometric Society 2004 Australasian Meetings 334, Econometric Society.
  16. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
  17. David Norman & Thomas Walker, 2004. "Co-movement of Australian State Business Cycles," RBA Research Discussion Papers rdp2004-09, Reserve Bank of Australia.
  18. Stan Du Plessis & Kevin Kotze, 2012. "Trends and Structural Changes in South African Macroeconomic Volatility," Working Papers 297, Economic Research Southern Africa.
  19. knani, ramzi & fredj, ali, 2010. "Mondialisation et fluctuations des cycles économiques
    [globalisation and business cycle fluctuation]
    ," MPRA Paper 22755, University Library of Munich, Germany.
  20. Thomas J. Sargent, 1979. "Estimating vector autoregressions using methods not based on explicit economic theories," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum.
  21. 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.
  22. Victor Zarnowitz, 1986. "The Record and Improvability of Economic Forecasting," NBER Working Papers 2099, National Bureau of Economic Research, Inc.
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