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This is what the leading indicators lead
14 references·15 citing·41 second hop
This is what the leading indicators lead (2002)This is what the leading indicators leadPredicting U.S. Business-Cycle Regimes (1999)Predicting U.S. Business-Cycl…How Reliable Are Recession Prediction Models (1999)How Reliable Are Recession Pr…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…A Nonparametric Test for I(0) (1998)A Nonparametric Test for I(0)A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1998)A Comparison of Linear and No…Measuring and Comparing Business-Cycle Features (1997)Measuring and Comparing Busin…What Do the Leading Indicators Lead? 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this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1988Testing for Common Trends1,894 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1994Business-Cycle Phases and Their Transitional Dynamics883 cited
  • 1993Business Cycles, Indicators, and Forecasting364 cited
  • 1991Forecasting Output with the Composite Leading Index: A Real-Time Analysis330 cited
  • 1998A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series163 cited
  • 1996What Do the Leading Indicators Lead?162 cited
  • 1998A Nonparametric Test for I(0)142 cited
  • 1999Predicting U.S. Business-Cycle Regimes75 cited
  • 1999How Reliable Are Recession Prediction Models53 cited
  • 1997Measuring and Comparing Business-Cycle Features38 cited

Cited by

  • 2006Chapter 16 Leading Indicators46 cited
  • 2004

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Forecasting industrial production and the early detection of turning points
44 cited
  • 2006A More Timely and Useful Index of Leading Indicators40 cited
  • 2005Leading Indicators: What Have We Learned?36 cited
  • 2008Trading strategy design in financial investment through a turning points prediction scheme35 cited
  • 2013Instruments and methods for the integration of company's strategic goals and key performance indicators32 cited
  • 2021Corporate Bond Spreads and the Business Cycle32 cited
  • 2009Do Leading Indicators Lead Peaks More Than Troughs?26 cited
  • 2002GDP growth and the composite leading index: a nonlinear causality analysis for eleven countries22 cited
  • 2020A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis21 cited
  • 2013The Evaluation of Economic Recession Magnitude: Introduction and Application16 cited
  • 2004Is the Consumer Confidence Index a Sound Predictor of the Private Demand in the United States15 cited
  • 2002Real-time GDP forecasting in the euro area15 cited
  • 2013Mixed-frequency VAR models with Markov-switching dynamics13 cited
  • 2012Using a Leading Credit Index to Predict Turning Points in the U.S. Business Cycle13 cited