Business Cycles, Indicators, and Forecasting

James Stock and Mark Watson

in NBER Books from National Bureau of Economic Research, Inc

JEL-codes: C53 E27 E37 (search for similar items in EconPapers)
Date: 1993
Note: EFG
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Citations: View citations in EconPapers (526)

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Chapters in this book:

Introduction to "Business Cycles, Indicators and Forecasting" , pp 1-10

James Stock and Mark Watson

Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance , pp 11-94

Victor Zarnowitz and Phillip Braun

A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience , pp 95-156

James Stock and Mark Watson

Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation , pp 157-178

Ray Fair

A Nine-Variable Probabilistic Macroeconomic Forecasting Model , pp 179-212

Christopher Sims

Why Does the Paper-Bill Spread Predict Real Economic Activity? , pp 213-254

Benjamin M. Friedman and Kenneth Kuttner

Further Evidence on Business-Cycle Duration Dependence , pp 255-284

Francis Diebold, Glenn Rudebusch and Daniel Sichel

A Dynamic Index Model for Large Cross Sections , pp 285-310

Danny Quah and Thomas Sargent

Modeling Nonlinearity over the Business Cycle , pp 311-326

Clive Granger, Timo Teräsvirta and Heather Anderson

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