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A classifying procedure for signalling turning points
16 references·1 citing·43 second hop
A classifying procedure for signalling turning points (2004)A classifying procedure for signalling tu…Predicting UK Business Cycle Regimes (2001)Predicting UK Business Cycle …A New Look at Models For Exponential Smoothing (2001)A New Look at Models For Expo…Forecasting non-stationary economic time series (2000)Forecasting non-stationary ec…Economic and statistical measures of forecast accuracy (2000)Economic and statistical meas…Forecasting Non-Stationary Economic Time Series (1999)Forecasting Non-Stationary Ec…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997)Forecasting economic time ser…What Do the Leading Indicators Lead? (1996)What Do the Leading Indicator…Model uncertainty and forecast accuracy (1996)Model uncertainty and forecas…Predicting cyclical turning points with leading index in a markov switching model (1994)Predicting cyclical turning p…Business-Cycle Phases and Their Transitional Dynamics (1994)Business-Cycle Phases and The…Business Cycles, Indicators, and Forecasting (1993)Business Cycles, Indicators, …A Nonparametric Investigation of Duration Dependence in the American Business Cycle (1990)A Nonparametric Investigation…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Optimal prediction of cyclical downturns (1982)Optimal prediction of cyclica…Prediction by Exponentially Weighted Moving Averages and Related Methods (1961)Prediction by Exponentially W…Effect of Dependency in Systems for Multivariate Surveillance (2009)Effect of Dependency in Syste…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)New Indexes of Coincident and Leading Economic Indicators (1989)The federal funds rate and the channels of monetary transmission (1989)Modeling the conditional distribution of interest rates as a regime-switching process (1996)Stock market volatility and the business cycle (1996)Vulnerable Growth (2019)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)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Comparing Predictive Accuracy (1994)The state of macroeconomic forecasting (2002)Forecast Combinations (2010)Toward Automatic Time-Series Forecasting Using Neural Networks (2012)Time Series Analysis Forecasting and Control. (1971)Comparing Predictive Accuracy (1995)Combining density forecasts (2007)Economic Forecasting (2008)Economic Value of Weather and Climate Forecasts (2012)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)The Impact of Empirical Accuracy Studies on Time Series Analysis and Forecasting (1995)DIRECT MULTI‐STEP ESTIMATION AND FORECASTING (2007)Multi-step-ahead time series prediction using multiple-output support vector regression (2013)Macroeconomic forecasting in the Euro area: Country specific versus area-wide information (2003)Small sample properties of forecasts from autoregressive models under structural breaks (2004)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)Forecasting economic and financial time-series with non-linear models (2004)Elusive return predictability (2008)Forecasting in Dynamic Factor Models Subject to Structural Instability* (2009)
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References

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  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
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  • 1993Business Cycles, Indicators, and Forecasting364 cited
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  • 1961Prediction by Exponentially Weighted Moving Averages and Related Methods263 cited
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  • 1990A Nonparametric Investigation of Duration Dependence in the American Business Cycle227 cited
  • 1982Optimal prediction of cyclical downturns204 cited
  • 1996Model uncertainty and forecast accuracy166 cited
  • 1996What Do the Leading Indicators Lead?162 cited
  • 2001Predicting UK Business Cycle Regimes130 cited
  • 2001A New Look at Models For Exponential Smoothing122 cited

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  • 1994Predicting cyclical turning points with leading index in a markov switching model112 cited
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    • 2009Effect of Dependency in Systems for Multivariate Surveillance10 cited