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Chapter 16 Leading Indicators
16 references·4 citing·37 second hop
Chapter 16 Leading Indicators (2006)Chapter 16 Leading IndicatorsMacroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…The Band Pass Filter (1999)The Band Pass FilterMonetary Theory and Policy (1999)Monetary Theory and PolicyMeasuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyInference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …The Combination of Forecasts (1969)The Combination of ForecastsA Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy (2021)A Wavelet Evaluation of Some …Innovation activities and business cycles: are trademarks a leading indicator? (2019)Innovation activities and bus…Sectoral Survey-based Confidence Indicators for Europe* (2010)Sectoral Survey-based Confide…Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data (2009)Dating and forecasting turnin…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Macroeconomics and Reality (1980)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Measuring Uncertainty (2015)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 1969The Combination of Forecasts3,194 cited
  • 2002Forecasting Using Principal Components From a Large Number of Predictors2,990 cited
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 1999The Band Pass Filter1,909 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 1999

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Monetary Theory and Policy
1,690 cited

Cited by

  • 2009Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data42 cited
  • 2010Sectoral Survey-based Confidence Indicators for Europe*16 cited
  • 2019Innovation activities and business cycles: are trademarks a leading indicator?15 cited
  • 2021A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy15 cited