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WHY THE COMPOSITE INDEX OF LEADING INDICATORS DOES NOT LEAD
9 references·1 citing·36 second hop
WHY THE COMPOSITE INDEX OF LEADING INDICATORS DOES NOT LEAD (1994)WHY THE COMPOSITE INDEX OF LEADING INDICA…New tools for analyzing the Mexican economy: indexes of coincident and leading economic indicators (1996)New tools for analyzing the M…Forecasting turning points: is a two-state characterization of the business cycle appropriate? (1992)Forecasting turning points: i…A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience (1992)A Procedure for Predicting Re…Turning point prediction with the composite leading index: An ex ante analysis (1991)Turning point prediction with…A probability model of the coincident economic indicators (1991)A probability model of the co…A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…Scoring the Leading Indicators (1989)Scoring the Leading IndicatorsOptimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…On the Use of Leading Indicators to Predict Cyclical Turning Points (1973)On the Use of Leading Indicat…The composite index of leading economic indicators: A comparison of approaches (1999)The composite index of leadin…Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series (1971)An Examination of the Commerce Department Leading-lndicator Approach (1988)Business Cycles: Theory, History, Indicators, and Forecasting. (1993)A new monthly index of the Texas business cycle (2005)Interactions between the Multiplier Analysis and the Principle of Acceleration (1939)Recent Work on Business Cycles in Historical Perspective: Review of Theories and Evidence (1984)How Big Is the Random Walk in GNP? (1988)Booms and Slumps in World Commodity Prices (1999)Duration Dependence in Stock Prices (2004)Financial Cycles: What? How? When? (2011)Measurement Without Theory (1947)A New Vector Partition of the Probability Score (1973)Are Economic Time Series Asymmetric over the Business Cycle? (1984)Forecasting Output with the Composite Leading Index: A Real-Time Analysis (1991)Predicting the bear stock market: Macroeconomic variables as leading indicators (2008)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)A Contribution to the Theory of the Trade Cycle (1951)Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)What Do the Leading Indicators Lead? (1996)Time to Build and Aggregate Fluctuations (1982)Detrending and business cycle facts (1998)The Index of Leading Indicators: "Measurement without Theory," Twenty-Five Years Later (1981)Predicting cyclical turning points with leading index in a markov switching model (1994)How Reliable Are Recession Prediction Models (1999)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)Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (1996)Chapter 16 Leading Indicators (2006)Recession forecasting using Bayesian classification (2019)Cyclical aspects of business cycle turning points (2001)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)
this work references cited by second hop

References

  • 1991A probability model of the coincident economic indicators558 cited
  • 1989Scoring the Leading Indicators351 cited
  • 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience276 cited
  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle227 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 1973On the Use of Leading Indicators to Predict Cyclical Turning Points74 cited
  • 1991Turning point prediction with the composite leading index: An ex ante analysis59 cited
  • 1992Forecasting turning points: is a two-state characterization of the business cycle appropriate?17 cited
  • 1996New tools for analyzing the Mexican economy: indexes of coincident and leading economic indicators15 cited

Cited by

  • 1999The composite index of leading economic indicators: A comparison of approaches10 cited

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