Business Cycles, Indicators, and Forecasting

James H. 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
References: Add references at CitEc
Citations: View citations in EconPapers (524)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

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

James H. 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 H. 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 A. 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

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:nbr:nberbk:stoc93-1

Ordering information: This item can be ordered from
https://www.nber.org ... tors-and-forecasting

Access Statistics for this book

More books in NBER Books from National Bureau of Economic Research, Inc National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.. Contact information at EDIRC.
Bibliographic data for series maintained by ().