A search for leading sectors over the business cycle: The case of Korea
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Victor Zarnowitz, 1992. "Business Cycles: Theory, History, Indicators, and Forecasting," NBER Books, National Bureau of Economic Research, Inc, number zarn92-1.
- Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-384, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Heilemann, Ullrich & Münch, Heinz Josef, 2005. "The Clinton era and the U.S. business cycle : what did change?," Technical Reports 2005,12, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Marcus Scheiblecker, 2007. "Datierung von Konjunkturwendepunkten in Österreich," WIFO Monatsberichte (monthly reports), WIFO, vol. 80(9), pages 715-730, September.
- Engemann, Kristie M. & Kliesen, Kevin L. & Owyang, Michael T., 2011.
"Do Oil Shocks Drive Business Cycles? Some U.S. And International Evidence,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 498-517, November.
- Kristie M. Engemann & Kevin L. Kliesen & Michael T. Owyang, 2010. "Do oil shocks drive business cycles? some U.S. and international evidence," Working Papers 2010-007, Federal Reserve Bank of St. Louis.
- Soh, Ann-Ni, 2020. "A Review on the Leading Indicator Approach towards Economic Forecasting," MPRA Paper 103854, University Library of Munich, Germany.
- Morais, Igor Alexandre C. & Chauvet, Marcelle, 2011. "Leading Indicators for the Capital Goods Industry," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 31(1), March.
- McKay, Alisdair & Reis, Ricardo, 2008.
"The brevity and violence of contractions and expansions,"
Journal of Monetary Economics, Elsevier, vol. 55(4), pages 738-751, May.
- Alisdair McKay & Ricardo Reis, 2006. "The Brevity and Violence of Contractions and Expansions," NBER Working Papers 12400, National Bureau of Economic Research, Inc.
- McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
- Wolfgang Nierhaus & Timo Wollmershäuser, 2016. "ifo Konjunkturumfragen und Konjunkturanalyse: Band II," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 72, October.
- Francis X. Diebold, 1998.
"The Past, Present, and Future of Macroeconomic Forecasting,"
Journal of Economic Perspectives, American Economic Association, vol. 12(2), pages 175-192, Spring.
- Francis X. Diebold, 1997. "The Past, Present, and Future of Macroeconomic Forecasting," NBER Working Papers 6290, National Bureau of Economic Research, Inc.
- Francis X. Diebold, 1997. "The past, present, and future of macroeconomic forecasting," Working Papers 97-20, Federal Reserve Bank of Philadelphia.
- Pilar Bengoechea & Gabriel Pérez-Quirós, 2004.
"A useful tool to identify recessions in the euro-area,"
Working Papers
0419, Banco de España.
- Pilar Bengoechea & Gabriel Pérez Quirós, 2004. "A useful tool to identify recessions in the euro area," European Economy - Economic Papers 2008 - 2015 215, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Kholodilin, Konstantin A. & Yao, Vincent W., 2005. "Measuring and predicting turning points using a dynamic bi-factor model," International Journal of Forecasting, Elsevier, vol. 21(3), pages 525-537.
- Travis J. Berge & Òscar Jordà, 2011. "Evaluating the Classification of Economic Activity into Recessions and Expansions," American Economic Journal: Macroeconomics, American Economic Association, vol. 3(2), pages 246-277, April.
- Stefan Sauer & Klaus Wohlrabe, 2020. "ifo Handbuch der Konjunkturumfragen," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 88.
- Arango, Luis E. & Melo, Luis F., 2006. "Expansions and contractions in Brazil, Colombia and Mexico: A view through nonlinear models," Journal of Development Economics, Elsevier, vol. 80(2), pages 501-517, August.
- Andrew Filardo, 2004. "The 2001 US recession: what did recession prediction models tell us?," BIS Working Papers 148, Bank for International Settlements.
- Kajal Lahiri & Wenxiong Yao, 2004.
"A dynamic factor model of the coincident indicators for the US transportation sector,"
Applied Economics Letters, Taylor & Francis Journals, vol. 11(10), pages 595-600.
- Lahiri, Kajal & Yao, Wenxiong, 2004. "A dynamic factor model of the coincident indicators for the US transportation sector," MPRA Paper 22360, University Library of Munich, Germany.
- Domian, Dale L. & Louton, David A., 1995. "Business cycle asymmetry and the stock market," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(4), pages 451-466.
- Kosei Fukuda, 2008. "Differentiating between business cycles and growth cycles: evidence from 15 developed countries," Applied Economics, Taylor & Francis Journals, vol. 40(7), pages 875-883.
- Santoro, Emiliano & Petrella, Ivan & Pfajfar, Damjan & Gaffeo, Edoardo, 2014.
"Loss aversion and the asymmetric transmission of monetary policy,"
Journal of Monetary Economics, Elsevier, vol. 68(C), pages 19-36.
- Edoardo Gaffeo & Ivan Petrella & Damjan Pfajfar & Emiliano Santoro, 2012. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," Discussion Papers 12-21, University of Copenhagen. Department of Economics.
- Petrella, Ivan & Pfajfar, Damjan & Santoro, Emiliano & Gaffeo, Edoardo, 2014. "Loss Aversion and the Asymmetric Transmission of Monetary Policy," CEPR Discussion Papers 10105, C.E.P.R. Discussion Papers.
- Andrew J. Filardo, 1999. "How reliable are recession prediction models?," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q II), pages 35-55.
- Claudio Borio & William English & Andrew Filardo, 2003.
"A tale of two perspectives: old or new challenges for monetary policy?,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 1-59,
Bank for International Settlements.
- Claudio E. V. Borio & Wiliam English & Andrew Filardo, 2003. "A tale of two perspectives: old or new challenges for monetary policy?," BIS Working Papers 127, Bank for International Settlements.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:japwor:v:17:y:2005:i:4:p:480-495. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505557 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.