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Appendices to "Business Cycles, Inflation, and Forecasting, 2nd edition"
In: Business Cycles, Inflation, and Forecasting, 2nd edition
Citations
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Cited by:
- Antonello D’Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2016.
"Nowcasting Business Cycles: A Bayesian Approach to Dynamic Heterogeneous Factor Models,"
Advances in Econometrics, in: Dynamic Factor Models, volume 35, pages 569-594,
Emerald Group Publishing Limited.
- Antonello D'Agostino & Domenico Giannone & Michele Lenza & Michele Modugno, 2015. "Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models," Finance and Economics Discussion Series 2015-66, Board of Governors of the Federal Reserve System (U.S.).
- Gregory R. Duffee & Stephen D. Prowse, "undated".
"What's Good for GM...? Using Auto Industry Stock Returns to Forecast Business Cycles and Test the Q-Theory of Investment,"
Finance and Economics Discussion Series
1996-38, Board of Governors of the Federal Reserve System (U.S.), revised 04 Dec 2019.
- Gregory R. Duffee & Stephen D. Prowse, 1996. "What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment," Working Papers 9610, Federal Reserve Bank of Dallas.
- Gregory R. Duffee & Stephen D. Prowse, 1996. "What's good for GM...? Using auto industry stock returns to forecast business cycles and test the Q-theory of investment," Finance and Economics Discussion Series 96-38, Board of Governors of the Federal Reserve System (U.S.).
- Ernst. A. Boehm & Geoffrey H. Moore, 1984. "New Economic Indicators for Australia, 1949‐84," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 17(4), pages 34-56, December.
- Layton, Allan P. & Smith, Daniel R., 2007. "Business cycle dynamics with duration dependence and leading indicators," Journal of Macroeconomics, Elsevier, vol. 29(4), pages 855-875, December.
- Harding, Don & Pagan, Adrian, 2006.
"Synchronization of cycles,"
Journal of Econometrics, Elsevier, vol. 132(1), pages 59-79, May.
- Don Harding & Adrian Pagan, 2004. "Synchronization of cycles," CAMA Working Papers 2004-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hall, Thomas E., 1995. "Price cyclicality in the natural rate-nominal demand shock model," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 257-272.
- Malcolm Baker & Jeffrey Wurgler, 1999. "The Equity Share in New Issues and Aggregate Stock Returns," Yale School of Management Working Papers ysm124, Yale School of Management, revised 01 Jan 2009.
- Cover, James P. & Pecorino, Paul, 2005. "The length of US business expansions: When did the break in the data occur?," Journal of Macroeconomics, Elsevier, vol. 27(3), pages 452-471, September.
- Rolando F. Peláez, 2015. "A recession‐and‐state forecasting model," Southern Economic Journal, John Wiley & Sons, vol. 81(4), pages 1025-1039, April.
- Allan P. Layton, 1994. "Further on the Nature of the Australian Business Cycle," The Economic Record, The Economic Society of Australia, vol. 70(208), pages 12-18, March.
- Liang, Kuo-Yuan & Yen, Chen-Hui, 2014. "Dissecting the cycles: An intermarket investigation and its implications to portfolio reallocation," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 39-51.
- Wynne, Mark A. & Balke, Nathan S., 1992.
"Are deep recessions followed by strong recoveries?,"
Economics Letters, Elsevier, vol. 39(2), pages 183-189, June.
- Nathan S. Balke & Mark A. Wynne, 1992. "Are deep recessions followed by strong recoveries?," Working Papers 9201, Federal Reserve Bank of Dallas.
- Santiago Pinto & Pierre-Daniel G. Sarte & Robert Sharp, 2015. "Learning About Consumer Uncertainty from Qualitative Surveys: As Uncertain As Ever," Working Paper 15-9, Federal Reserve Bank of Richmond.
- Clausen, Saskia & Flor, Christian Riis, 2015. "The impact of assets-in-place on corporate financing and investment decisions," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 64-80.
- Mario Coccia, 2010. "Positive and negative stress in business cycle behaviour," CERIS Working Paper 201001, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY.
- Victor Zarnowitz, 1991. "What is a Business Cycle?," NBER Working Papers 3863, National Bureau of Economic Research, Inc.
- Peláez, Rolando F., 2015. "Market-timing the business cycle," Review of Financial Economics, Elsevier, vol. 26(C), pages 55-64.
- Rolando F. Peláez, 2015. "Market‐timing the business cycle," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 55-64, September.
- Bruzda, Joanna, 2019. "Complex analytic wavelets in the measurement of macroeconomic risks," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- David Alexander, 1992. "Resource Use and U.S. Manufacturing Productivity Growth," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 14(3), pages 389-407, March.
- David G. McMillan & Mark E. Wohar, 2012. "Output and stock prices: an examination of the relationship over 200 years," Applied Financial Economics, Taylor & Francis Journals, vol. 22(19), pages 1615-1629, October.
- William B. Beyers, 2013. "The Great Recession and State Unemployment Trends," Economic Development Quarterly, , vol. 27(2), pages 114-123, May.
- Guha, Debashis & Hiris, Lorene, 2002. "The aggregate credit spread and the business cycle," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 219-227.
- Andrew J. Filardo, 1999. "How reliable are recession prediction models?," Economic Review, Federal Reserve Bank of Kansas City, vol. 84(Q II), pages 35-55.
- 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.
- Laleh Samarbakhsh & Meet Shah, 2021. "Fixed income mutual fund performance during and after a crisis: a Canadian case," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(4), pages 654-676, October.