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New Composite Leading Indicators for Hungary and Poland
14 references·6 citing·34 second hop
New Composite Leading Indicators for Hungary and Poland (2005)New Composite Leading Indicators for Hung…Characterising the Business Cycle for Accession Countries (2004)Characterising the Business C…State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications (2000)State-Space Models with Regim…Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching (1998)Business Cycle Turning Points…An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)An Econometric Characterizati…Business Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…Measuring Business Cycles: A Modern Perspective (1994)Measuring Business Cycles: A …Dating Turning Points in the Business Cycle (1994)Dating Turning Points in the …Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyA 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…New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Measurement Without Theory (1947)Measurement Without TheoryStatistical Indicators of Cyclical Revivals (1938)Statistical Indicators of Cyc…Detecting business cycles for Hungarian leading and coincident indicators with a Markov switching dynamic model to improve sustainability in economic growth (2023)Detecting business cycles for…The Use of Qualitative Business Tendency: Surveys for Forecasting Business Investmentin Germany (2005)The Use of Qualitative Busine…The European Unions Trade Potential afterthe Enlargement in 2004 (2005)The European Unions Trade Pot…Survivor Benefits and the Gender Tax-Gap in Public Pension Schemes Work Incentives and Options for Reform (2005)Survivor Benefits and the Gen…Forecasting Inflation via Experimental Stock Markets: Some Results from Pilot Markets (2005)Forecasting Inflation via Exp…Does Incorporation Matter? Quantifying the Welfare Loss of Non-Uniform Taxation Across Sectors ∗ (2005)Does Incorporation Matter? Qu…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A test for independence based on the correlation dimension (1996)Critical market crashes (2003)A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)Measuring Business Cycles (1947)Chapter 10 Forecasting with Many Predictors (2006)Dynamic Factor Models (2012)Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics (2016)Macroeconomics and Reality (1980)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The European business cycle (2003)Capital Flow Bonanzas: An Encompassing View of the Past and Present (2008)Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (2009)Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)A Manifesto on Psychology as Idiographic Science: Bringing the Person Back Into Scientific Psychology, This Time Forever (2004)Modeling the price dynamics of CO2 emission allowances (2008)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)Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (1998)Forecasting and turning point predictions in a Bayesian panel VAR model (2003)The cyclical behavior of optimal bank capital (2003)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Business Cycles: Real Facts and a Monetary Myth (1990)Chapter 1 Business cycle fluctuations in us macroeconomic time series (1999)Chapter 14 Resuscitating real business cycles (1999)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)Macro Factors in Bond Risk Premia (2009)A Quasi–Maximum Likelihood Approach for Large, Approximate Dynamic Factor Models (2011)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 2000State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications1,153 cited
  • 1947Measurement Without Theory805 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1998Business Cycle Turning Points, A New Coincident Index, and Tests of Duration Dependence Based on a Dynamic Factor Model With Regime Switching470 cited
  • 1998An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching406 cited
  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience276 cited
  • 1997Business Cycles for G7 and European Countries270 cited
  • 1938Statistical Indicators of Cyclical Revivals145 cited
  • 1994Dating Turning Points in the Business Cycle117 cited
  • 2004Characterising the Business Cycle for Accession Countries72 cited

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  • 2005

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Forecasting Inflation via Experimental Stock Markets: Some Results from Pilot Markets
32 cited
  • 2005The Use of Qualitative Business Tendency: Surveys for Forecasting Business Investmentin Germany31 cited
  • 2005Does Incorporation Matter? Quantifying the Welfare Loss of Non-Uniform Taxation Across Sectors ∗22 cited
  • 2005Survivor Benefits and the Gender Tax-Gap in Public Pension Schemes Work Incentives and Options for Reform17 cited
  • 2023Detecting business cycles for Hungarian leading and coincident indicators with a Markov switching dynamic model to improve sustainability in economic growth12 cited
  • 2005The European Unions Trade Potential afterthe Enlargement in 200410 cited