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Ex ante forecasts of business-cycle turning points

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  • Rolando Pelàez

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  • Rolando Pelàez, 2007. "Ex ante forecasts of business-cycle turning points," Empirical Economics, Springer, vol. 32(1), pages 239-246, April.
    • Handle: RePEc:spr:empeco:v:32:y:2007:i:1:p:239-246
    DOI: 10.1007/s00181-006-0083-4
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    References listed on IDEAS

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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. Hamilton, James D & Kim, Dong Heon, 2002. "A Reexamination of the Predictability of Economic Activity Using the Yield Spread," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(2), pages 340-360, May.
    3. Rendigs Fels & C. Elton Hinshaw, 1968. "Forecasting and Recognizing Business Cycle Turning Points," NBER Books, National Bureau of Economic Research, Inc, number fels68-1, January.
    4. H. O. Stekler, 1968. "An Evaluation of Quarterly Judgmental Economic Forecasts," The Journal of Business, University of Chicago Press, vol. 41, pages 329-329.
    5. Ivanova, Detelina & Lahiri, Kajal & Seitz, Franz, 2000. "Interest rate spreads as predictors of German inflation and business cycles," International Journal of Forecasting, Elsevier, vol. 16(1), pages 39-58.
    6. Estrella, Arturo & Hardouvelis, Gikas A, 1991. "The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
    7. David Ahlers & Josef Lakonishok, 1983. "A Study of Economists' Consensus Forecasts," Management Science, INFORMS, vol. 29(10), pages 1113-1125, October.
    8. Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1, January.
    9. James H. Stock & Mark W. Watson, 1993. "A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience," NBER Chapters, in: Business Cycles, Indicators, and Forecasting, pages 95-156, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Kosei Fukuda, 2009. "Forecasting growth cycle turning points using US and Japanese professional forecasters," Empirical Economics, Springer, vol. 36(2), pages 243-267, May.
    2. Bellégo, C. & Ferrara, L., 2012. "Macro-financial linkages and business cycles: A factor-augmented probit approach," Economic Modelling, Elsevier, vol. 29(5), pages 1793-1797.

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    More about this item

    Keywords

    Forecasting; Business cycles; C520; E320; E370;
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