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Using econometric models to predict recessions

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  • Mark W. Watson

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  • Mark W. Watson, 1991. "Using econometric models to predict recessions," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 15(Nov), pages 14-25.
    • Handle: RePEc:fip:fedhep:y:1991:i:nov:p:14-25:n:v.15no.6
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    References listed on IDEAS

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    1. Steven Strongin, 1990. "Smoothing out the business cycle," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Mar.
    2. Milton Friedman & Anna J. Schwartz, 1963. "A Monetary History of the United States, 1867–1960," NBER Books, National Bureau of Economic Research, Inc, number frie63-1.
    3. Ben S. Bernanke, 1990. "On the predictive power of interest rates and interest rate spreads," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 51-68.
    4. Benjamin M. Friedman & Kenneth N. Kuttner, 1990. "Money, income, prices and interest rates after the 1980s," Working Paper Series, Macroeconomic Issues 90-11, Federal Reserve Bank of Chicago.
    5. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
    6. Francesca Eugeni & Steven Strongin, 1991. "The cost of uncertainty," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Mar.
    7. Ray C. Fair, 1991. "Estimating Event Probabilities from Macroeconomic Models Using Stochastic Simulation," NBER Technical Working Papers 0111, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Jacky Fayolle & Alexandre Mathis, 1994. "Structure des taux d'intérêt et mouvements cycliques des économies américaine et française," Revue de l'OFCE, Programme National Persée, vol. 49(1), pages 125-148.
    2. Arturo Estrella & Frederic S. Mishkin, 1998. "Predicting U.S. Recessions: Financial Variables As Leading Indicators," The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 45-61, February.
    3. Stephen K. McNees, 1992. "The 1990-91 recession in historical perspective," New England Economic Review, Federal Reserve Bank of Boston, issue Jan, pages 3-22.
    4. Cláudio Tadeu Cristino & Piotr Żebrowski & Matthias Wildemeersch, 2020. "Assessing the time intervals between economic recessions," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-20, May.
    5. Éric Dubois, 2006. "Présentation générale," Économie et Prévision, Programme National Persée, vol. 172(1), pages 1-9.
    6. Arturo Estrella & Frederic S. Mishkin, 1995. "The term structure of interest rates and its role in monetary policy for the European Central Bank," Research Paper 9526, Federal Reserve Bank of New York.
    7. Estrella, Arturo & Mishkin, Frederic S., 1997. "Is there a role for monetary aggregates in the conduct of monetary policy?," Journal of Monetary Economics, Elsevier, vol. 40(2), pages 279-304, October.

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    Keywords

    Recessions; Business cycles;

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