The Contribution of Economic Indicator Analysis to Understanding and Forecasting Business Cycles
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Backus, David K & Kehoe, Patrick J, 1992.
"International Evidence of the Historical Properties of Business Cycles,"
American Economic Review, American Economic Association, vol. 82(4), pages 864-888, September.
- David K. Backus & Patrick J. Kehoe, 1991. "International evidence on the historical properties of business cycles," Staff Report 145, Federal Reserve Bank of Minneapolis.
- David K. Backus & Patrick J. Kehoe, 1992. "International Evidence on the Historical Properties of Business Cycles," Working Papers 92-5, New York University, Leonard N. Stern School of Business, Department of Economics.
- repec:bla:econom:v:59:y:1992:i:236:p:383-401 is not listed on IDEAS
- 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.
- Elena Andreou & Denise R. Osborn & Marianne Sensier, 2000. "A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle," Manchester School, University of Manchester, vol. 68(4), pages 396-418, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ying Liu & Yibing Chen & Sheng Wu & Geng Peng & Benfu Lv, 2015. "Composite leading search index: a preprocessing method of internet search data for stock trends prediction," Annals of Operations Research, Springer, vol. 234(1), pages 77-94, November.
- Sumanpreet Kaur, 2019. "An Attempt to Predict Recession for the Indian Economy Using Leading Indicators," Asian Development Policy Review, Asian Economic and Social Society, vol. 7(3), pages 171-190, September.
- Rafal Kasperowicz, 2010. "Identification Of Industrial Cycle Leading Indicators Using Causality Test," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 5(2), pages 47-59, December.
- Arie Marom & Yigal Menashe & Tanya Suchoy, 2003. "The State-of-The-Economy Index and The probability of Recession: The Markov Regime-Switching Model," Bank of Israel Working Papers 2003.05, Bank of Israel.
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.- Joseph H. Davis & Christopher Hanes & Paul W. Rhode, 2009.
"Harvests and Business Cycles in Nineteenth-Century America,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 124(4), pages 1675-1727.
- Joseph H. Davis & Christopher Hanes & Paul W. Rhode, 2009. "Harvests and Business Cycles in Nineteenth-Century America," NBER Working Papers 14686, National Bureau of Economic Research, Inc.
- Marco Gallegati & Mauro Gallegati, 2005. "Wavelet variance and correlation analyses of output in G7 countries," Macroeconomics 0512017, University Library of Munich, Germany.
- M.S.Rafiq, 2006. "Business Cycle Moderation - Good Policies or Good Luck: Evidence and Explanations for the Euro Area," Discussion Paper Series 2006_21, Department of Economics, Loughborough University.
- Amado Peiró, 2000. "Economic Comovements In European Countries," Working Papers. Serie EC 2000-19, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Maravall, A. & del Rio, A., 2007.
"Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 975-998, October.
- Agustín Maravall & Ana del Río, 2007. "Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter," Working Papers 0728, Banco de España.
- Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2011.
"International Comovements, Business Cycle and Inflation: a Historical Perspective,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 14(1), pages 176-198, January.
- Mumtaz, Haroon & Simonelli, Saverio & Surico, Paolo, 2009. "International comovements, business cycle and inflation: a historical perspective," Discussion Papers 28, Monetary Policy Committee Unit, Bank of England.
- Haroon Mumtaz & Saverio Simonelli & Paolo Surico, 2009. "International Comovements, Business Cycle and Inflation: a Historical Perspective," CSEF Working Papers 233, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Chris Birchenhall & Denise Osborn & Marianne Sensier, 2001.
"Predicting UK Business Cycle Regimes,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 48(2), pages 179-195, May.
- Chris Birchenhall & Marianne Sensier, 2000. "Predicting UK Business Cycle Regimes," Econometric Society World Congress 2000 Contributed Papers 0953, Econometric Society.
- Chris R. Birchenhall & Marianne Sensier & Denise R. Osborn, 2000. "Predicting Uk Business Cycle Regimes," Computing in Economics and Finance 2000 134, Society for Computational Economics.
- C R Birchenhall & D R Osborn & M Sensier, 2000. "Predicting UK Business Cycle Regimes," Centre for Growth and Business Cycle Research Discussion Paper Series 02, Economics, The University of Manchester.
- Crowley, Patrick & Aaron, Schultz, 2010.
"A New Approach to Analyzing Convergence and Synchronicity in Growth and Business Cycles: Cross Recurrence Plots and Quantification Analysis,"
MPRA Paper
23728, University Library of Munich, Germany.
- Crowley, Patrick M. & Schultz, Aaron, 2010. "A new approach to analyzing convergence and synchronicity in growth and business cycles : Cross recurrence plots and quantification analysis," Research Discussion Papers 16/2010, Bank of Finland.
- Perez, Stephen J. & Siegler, Mark V., 2006. "Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 720-736, December.
- Heathcote, Jonathan & Perri, Fabrizio, 2014.
"Assessing International Efficiency,"
Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 523-584,
Elsevier.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing international efficiency," Staff Report 480, Federal Reserve Bank of Minneapolis.
- Heathcote, Jonathan & Perri, Fabrizio, 2013. "Assessing International Efficiency," CEPR Discussion Papers 9424, C.E.P.R. Discussion Papers.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing International Efficiency," Working Papers 476, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Jonathan Heathcote & Fabrizio Perri, 2013. "Assessing International Efficiency," NBER Working Papers 18956, National Bureau of Economic Research, Inc.
- jose ramos pires manso, 2004. "Economical Versus Political Cycles In An Iberian Manufacturing Sector," Industrial Organization 0404003, University Library of Munich, Germany.
- Kazimierz Stanczak, 1994. "Endogenous Market Power and Adjustment under Fixed Exchange Rates: Interpreting the Polish Experience 1990-1991," UCLA Economics Working Papers 714, UCLA Department of Economics.
- Luca Benati, 2003.
"Evolving Post-World War II U.K. Economic Performance,"
Computing in Economics and Finance 2003
171, Society for Computational Economics.
- Luca Benati, 2004. "Evolving post-World War II UK economic performance," Bank of England working papers 232, Bank of England.
- Bergman, Michael, 2001. "Finnish and Swedish Business Cycles in a Global Context," Working Papers 2001:20, Lund University, Department of Economics.
- Dagum, Estela Bee, 2010. "Business Cycles and Current Economic Analysis/Los ciclos económicos y el análisis económico actual," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 28, pages 577-594, Diciembre.
- Yongsung Chang & Sun-Bin Kim & Jaewoo Lee, 2013.
"Accounting for Global Dispersion of Current Accounts,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(3), pages 477-496, July.
- Yongsung Chang & Sun-Bin Kim & Jaewoo Lee, 2009. "Accounting for Global Dispersion of Current Accounts," RCER Working Papers 548, University of Rochester - Center for Economic Research (RCER).
- Yongsung Chang & Sun-Bin Kim & Jaewoo Lee, 2012. "Accounting for Global Dispersion of Current Accounts," Working papers 2012rwp-44, Yonsei University, Yonsei Economics Research Institute.
- Mr. Jaewoo Lee & Yongsung Chang & Sun-Bin Kim, 2009. "Accounting for Global Dispersion of Current Accounts," IMF Working Papers 2009/276, International Monetary Fund.
- Yongsung Chang & Sun-Bin Kim & Jaewoo Lee, 2012. "Code and data files for "Accounting for Global Dispersion of Current Accounts"," Computer Codes 10-170, Review of Economic Dynamics.
- Andrea Raffo, 2008.
"Technology Shocks: Novel Implications for International Business Cycles,"
2008 Meeting Papers
511, Society for Economic Dynamics.
- Raffo, Andrea, 2010. "Technology Shocks: Novel Implications for International Business Cycles," CEPR Discussion Papers 7980, C.E.P.R. Discussion Papers.
- Andrea Raffo, 2010. "Technology shocks: novel implications for international business cycles," International Finance Discussion Papers 992, Board of Governors of the Federal Reserve System (U.S.).
- Andre, Francisco J. & Perez, Javier J. & Martin, Ricardo, 2002. "Computing white stylized facts on comovement," Economics Letters, Elsevier, vol. 76(1), pages 65-71, June.
- Gollin, Douglas, 2006. "Impacts of International Research on Intertemporal Yield Stability in Wheat and Maize: An Economic Assessment," Impact Studies 7657, CIMMYT: International Maize and Wheat Improvement Center.
- Pesaran M.H. & Schuermann T. & Weiner S.M., 2004.
"Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 129-162, April.
- Pesaran, M.H. & Weiner, S.M., 2001. "Modelling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Cambridge Working Papers in Economics 0119, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2001. "Modelling regional interdependencies using a global error-correcting macroeconometric model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-1, International Conferences on Panel Data.
- M. Hashem Pesaran & Til Schuermann & Scott M. Weiner, 2002. "Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model," Center for Financial Institutions Working Papers 01-38, Wharton School Center for Financial Institutions, University of Pennsylvania.
- PESARAN M. Hashem & SCHUERMANN Til & WEINER Scott, 2010. "Modelling Regional Interdependencies using a Global Error-Correcting Macroeconometric Model," EcoMod2003 330700121, EcoMod.
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:iae:iaewps:wp2001n17. 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: Sheri Carnegie (email available below). General contact details of provider: https://edirc.repec.org/data/mimelau.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.