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A new composite index of coincident economic indicators in Japan: how can we improve forecast performances?
16 references·1 citing·36 second hop
A new composite index of coincident economic indicators in Japan: how can we improve forecast performances? (2001)A new composite index of coincident econo…The Japanese Banking Crisis: Where Did It Come From and How Will It End? (1999)The Japanese Banking Crisis: …Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Measuring Business Cycles: Ap…Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle (1999)Has the U.S. Economy Become M…Causes of the Long Stagnation of Japan During the 1990s: Financial or Real? (1999)Causes of the Long Stagnation…Business Cycle Fluctuations in U.S. Macroeconomic Time Series (1998)Business Cycle Fluctuations i…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Measuring Business Cycles: A Modern Perspective (1996)Measuring Business Cycles: A …Measuring Business Cycles: A Modern Perspective (1994)Measuring Business Cycles: A …Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …A Dynamic Index Model for Large Cross Sections (1992)A Dynamic Index Model for Lar…Leading Economic Indicators (1991)Leading Economic IndicatorsA 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…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Post-War U.S. Business Cycles: An Empirical Investigation (1981)Post-War U.S. Business Cycles…Latent Variables in Socio-Economic Models. (1978)Latent Variables in Socio-Eco…Estimation of Economic Growth in France Using Business Survey Data (2004)Estimation of Economic Growth…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)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Forecasting Output and Inflation: The Role of Asset Prices (2003)Stock Market Volatility and Macroeconomic Fundamentals (2012)Uncertainty, Financial Frictions, and Investment Dynamics (2014)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)Dualism and Macroeconomic Volatility (1999)Government size, composition, volatility and economic growth (2010)New Eurocoin: Tracking Economic Growth in Real Time (2010)Convergence empirics across economies with (some) capital mobility (1996)Energy consumption in China: past trends and future directions (2004)Understanding the Evolution of World Business Cycles (2005)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)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)Real Business Cycles (1983)Indivisible labor and the business cycle (1985)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (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)
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References

  • 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
  • 1999Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series2,829 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
  • 1981Post-War U.S. Business Cycles: An Empirical Investigation636 cited
  • 1978Latent Variables in Socio-Economic Models.616 cited
  • 1991A probability model of the coincident economic indicators558 cited
  • 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series418 cited
  • 1993Business Cycles, Indicators, and Forecasting364 cited
  • 1994Measuring Business Cycles: A Modern Perspective363 cited
  • 1996Measuring Business Cycles: A Modern Perspective315 cited
  • 1999The Japanese Banking Crisis: Where Did It Come From and How Will It End?226 cited
  • 1991Leading Economic Indicators217 cited
  • 1992A Dynamic Index Model for Large Cross Sections178 cited

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  • 1999Causes of the Long Stagnation of Japan During the 1990s: Financial or Real?164 cited
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    • 2004Estimation of Economic Growth in France Using Business Survey Data12 cited