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The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
16 references·1 citing·35 second hop
The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity (2005)The missing link: using the NBER recessio…Dissecting the cycle: a methodological investigation (2002)Dissecting the cycle: a metho…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)An Econometric Characterizati…Threshold Cointegration (1997)Threshold CointegrationCOMMON TRENDS AND COMMON CYCLES (1993)COMMON TRENDS AND COMMON CYCL…Business Cycle Durations and Postwar Stabilization of the U.S. Economy (1992)Business Cycle Durations and …A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience (1992)A Procedure for Predicting Re…A probability model of the coincident economic indicators (1991)A probability model of the co…Testing For Common Features (1990)Testing For Common FeaturesNew 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…A Probability Model of The Coincident Economic Indicators (1988)A Probability Model of The Co…Latent Variables in Socio-Economic Models. (1978)Latent Variables in Socio-Eco…Measuring Business Cycles. (1947)Measuring Business Cycles.Measuring Business Cycles (1947)Measuring Business CyclesThe most predictable criterion. (1935)The most predictable criterio…Do Leading Indicators Lead Peaks More Than Troughs? (2009)Do Leading Indicators Lead Pe…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)A PANIC Attack on Unit Roots and Cointegration (2004)King Charles I (1981)Growth Dynamics: The Myth of Economic Recovery (2008)When Credit Bites Back (2013)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Term Structure as a Predictor of Real Economic Activity (1991)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)Credit Spreads and Business Cycle Fluctuations (2012)An Inter-Battery Method of Factor Analysis (1958)A general canonical correlation index. (1968)Best methods for the analysis of change: Recent advances, unanswered questions, future directions. (1991)The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Measuring the Output Responses to Fiscal Policy (2012)Chapter 22 Panel data (1984)Does Increasing Women's Schooling Raise the Schooling of the Next Generation? (2002)On exploratory factor analysis: A review of recent evidence, an assessment of current practice, and recommendations for future use (2013)Understanding business cycles (1977)Can News About the Future Drive the Business Cycle? (2006)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Long memory and regime switching (2001)Testing for two-regime threshold cointegration in vector error-correction models (2002)Asymmetric Price Transmission: A Survey (2004)
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References

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  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2002Dissecting the cycle: a methodological investigation1,504 cited
  • 1947Measuring Business Cycles1,481 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
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  • 1978Latent Variables in Socio-Economic Models.616 cited
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  • 1947Measuring Business Cycles.410 cited
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  • 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience276 cited
  • 1988A Probability Model of The Coincident Economic Indicators261 cited
  • 1992Business Cycle Durations and Postwar Stabilization of the U.S. Economy

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  • 2009Do Leading Indicators Lead Peaks More Than Troughs?26 cited