References
In: Business Cycles: Theory, History, Indicators, and Forecasting
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Victor Zarnowitz & Geoffrey H. Moore, 1977. "The Recession and Recovery of 1973-1976," NBER Chapters, in: Explorations in Economic Research, Volume 4, number 4, pages 471-557, National Bureau of Economic Research, Inc.
- Zellner, Arnold & Palm, Franz, 1974.
"Time series analysis and simultaneous equation econometric models,"
Journal of Econometrics, Elsevier, vol. 2(1), pages 17-54, May.
- ZELLNER, Arnold & PALM, Franz, 1974. "Time series analysis and simultaneous equation econometric models," LIDAM Reprints CORE 173, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Victor Zarnowitz & Lionel J. Lerner, 1961. "Cyclical Changes in Business Failures and Corporate Profits," NBER Chapters, in: Business Cycle Indicators, Volume 1, pages 350-385, National Bureau of Economic Research, Inc.
- Zarnowitz, Victor & Lambros, Louis A, 1987. "Consensus and Uncertainty in Economic Prediction," Journal of Political Economy, University of Chicago Press, vol. 95(3), pages 591-621, June.
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.- Suzan Hol, 2006. "The influence of the business cycle on bankruptcy probability," Discussion Papers 466, Statistics Norway, Research Department.
- Thomas M. Fullerton JR., 2001.
"Specification of a Borderplex Econometric Forecasting Model,"
International Regional Science Review, , vol. 24(2), pages 245-260, April.
- Thomas M Fullerton Jr, 2004. "Specification of a Borderplex Econometric Forecasting Model," Urban/Regional 0405006, University Library of Munich, Germany.
- Davis, George & Kanago, Bryce, 1998. "High and Uncertain Inflation: Results from a New Data Set," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 30(2), pages 218-230, May.
- Engelberg, Joseph & Manski, Charles F. & Williams, Jared, 2009.
"Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 30-41.
- Joseph Engelberg & Charles F. Manski & Jared Williams, 2006. "Comparing the Point Predictions and Subjective Probability Distributions of Professional Forecasters," NBER Working Papers 11978, National Bureau of Economic Research, Inc.
- Ramey, Garey & Ramey, Valerie A, 1995.
"Cross-Country Evidence on the Link between Volatility and Growth,"
American Economic Review, American Economic Association, vol. 85(5), pages 1138-1151, December.
- Garey Ramey & Valerie A. Ramey, 1994. "Cross-Country Evidence on the Link Between Volatility and Growth," NBER Working Papers 4959, National Bureau of Economic Research, Inc.
- Svetlana Makarova, 2014. "Risk and Uncertainty: Macroeconomic Perspective," UCL SSEES Economics and Business working paper series 129, UCL School of Slavonic and East European Studies (SSEES).
- Cukierman, Alex & Lustenberger, Thomas, 2017.
"International evidence on professional interest rates forecasts: The impact of forecasting ability,"
CEPR Discussion Papers
12489, C.E.P.R. Discussion Papers.
- Alex Cukierman & Thomas Lustenberger, 2018. "International Evidence on Professional Interest Rate Forecasts: The Impact of Forecasting Ability," Working Papers 2018-10, Swiss National Bank.
- Rangan Gupta & Alain Kabundi & Stephen Miller & Josine Uwilingiye, 2014.
"Using large data sets to forecast sectoral employment,"
Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 23(2), pages 229-264, June.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 201101, University of Pretoria, Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working papers 2011-02, University of Connecticut, Department of Economics, revised Aug 2012.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller & Josine Uwilingiye, 2011. "Using Large Data Sets to Forecast Sectoral Employment," Working Papers 1106, University of Nevada, Las Vegas , Department of Economics.
- Umberto Triacca, 2016. "Measuring the Distance between Sets of ARMA Models," Econometrics, MDPI, vol. 4(3), pages 1-11, July.
- Michael P. Clements, 2014.
"US Inflation Expectations and Heterogeneous Loss Functions, 1968–2010,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(1), pages 1-14, January.
- Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," Economic Research Papers 270653, University of Warwick - Department of Economics.
- Clements, Michael P., 2012. "US inflation expectations and heterogeneous loss functions, 1968–2010," The Warwick Economics Research Paper Series (TWERPS) 986, University of Warwick, Department of Economics.
- Aleksejs Krecetovs & Pasquale Della Corte, 2016. "Macro uncertainty and currency premia," 2016 Meeting Papers 624, Society for Economic Dynamics.
- Todd E. Clark, 1998. "Progress toward price stability : a 1997 inflation report," Economic Review, Federal Reserve Bank of Kansas City, vol. 83(Q I), pages 5-21.
- Felici, Marco & Kenny, Geoff & Friz, Roberta, 2023.
"Consumer savings behaviour at low and negative interest rates,"
European Economic Review, Elsevier, vol. 157(C).
- Marco Felici & Geoff Kenny & Roberta Friz, 2022. "Consumer Savings Behaviour at Low and Negative Interest Rates," European Economy - Discussion Papers 172, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Felici, Marco & Kenny, Geoff & Friz, Roberta, 2022. "Consumer savings behaviour at low and negative interest rates," Working Paper Series 2736, European Central Bank.
- Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009.
"Studying co-movements in large multivariate data prior to multivariate modelling,"
Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January.
- Gianluca Cubadda & Alain Hecq & Franz C. Palm, 2008. "Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling," CEIS Research Paper 125, Tor Vergata University, CEIS, revised 14 Jul 2008.
- John Ballingall & Enrico Dorigo & James Hogan & Kirdan Lees, 2020. "A News-Based Approach to Monitoring Trade Policy Uncertainty in a Small Open Economy: The Case of New Zealand," Working Papers in Economics 20/09, University of Canterbury, Department of Economics and Finance.
- Marcello Pericoli & Giovanni Veronese, 2015. "Forecaster heterogeneity, surprises and financial markets," Temi di discussione (Economic working papers) 1020, Bank of Italy, Economic Research and International Relations Area.
- Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
- Himounet, Nicolas, 2022.
"Searching the nature of uncertainty: Macroeconomic and financial risks VS geopolitical and pandemic risks,"
International Economics, Elsevier, vol. 170(C), pages 1-31.
- Nicolas Himounet, 2021. "Searching for the Nature of Uncertainty: Macroeconomic VS Financial," Working Papers 2021.05, International Network for Economic Research - INFER.
- Gupta, Rangan & Kabundi, Alain & Miller, Stephen M., 2011.
"Forecasting the US real house price index: Structural and non-structural models with and without fundamentals,"
Economic Modelling, Elsevier, vol. 28(4), pages 2013-2021, July.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 200927, University of Pretoria, Department of Economics.
- Rangan Gupta & Alan Kabundi & Stephen M. Miller, 2010. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working Papers 1001, University of Nevada, Las Vegas , Department of Economics.
- Rangan Gupta & Alain Kabundi & Stephen M. Miller, 2009. "Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals," Working papers 2009-42, University of Connecticut, Department of Economics.
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:nbr:nberch:10390. 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: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.