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New Indexes of Coincident and Leading Economic Indicators

In: NBER Macroeconomics Annual 1989, Volume 4

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  • James H. Stock
  • Mark W. Watson

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  • 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.
    • Handle: RePEc:nbr:nberch:10968
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    References listed on IDEAS

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    1. Diebold, Francis X & Rudebusch, Glenn D, 1989. "Scoring the Leading Indicators," The Journal of Business, University of Chicago Press, vol. 62(3), pages 369-391, July.
    2. Beatrice N. Vaccara & Victor Zarnowitz, 1978. "Forecasting with the Index of Leading Indicators," NBER Working Papers 0244, National Bureau of Economic Research, Inc.
    3. Auerbach, Alan J, 1982. "The Index of Leading Indicators: "Measurement without Theory," Thirty-Five Years Later," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 589-595, November.
    4. Victor Zarnowitz & Phillip Braun, 1989. "Major Macroeconomic Variables and Leading Indexes: Some Estimates of Their Interrelations, 1886-1982," NBER Working Papers 2812, National Bureau of Economic Research, Inc.
    5. Arthur F. Burns & Wesley C. Mitchell, 1946. "Measuring Business Cycles," NBER Books, National Bureau of Economic Research, Inc, number burn46-1.
    6. Geoffrey H. Moore, 1983. "Business Cycles, Inflation, and Forecasting, 2nd edition," NBER Books, National Bureau of Economic Research, Inc, number moor83-1.
    7. Neftici, Salih N., 1982. "Optimal prediction of cyclical downturns," Journal of Economic Dynamics and Control, Elsevier, vol. 4(1), pages 225-241, November.
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