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Optimal prediction of cyclical downturns
5 references·16 citing·42 second hop
Optimal prediction of cyclical downturns (1982)Optimal prediction of cyclical downturnsEstimation of Dynamic Labor Demand Schedules under Rational Expectations (1978)Estimation of Dynamic Labor D…On the Non-Linear Theory of the Employment Cycle (1967)On the Non-Linear Theory of t…A Contribution to the Theory of the Trade Cycle (1951)A Contribution to the Theory …The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals (2015)Do Central Bank Forecasts Inf…A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA (2008)A SYSTEM FOR DATING AND DETEC…A Markov‐Switching Model Of Gnp Growth With Duration Dependence* (2004)A Markov‐Switching Model Of G…New directions in business cycle research and financial analysis (2002)New directions in business cy…Business cycle non-linearities in UK consumption and production (2000)Business cycle non-linearitie…Predicting U.S. Business-Cycle Regimes (1999)Predicting U.S. Business-Cycl…Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology (1999)Predicting Corporate Financia…What Do the Leading Indicators Lead? (1996)What Do the Leading Indicator…Dating and predicting phase changes in the U.S. business cycle (1996)Dating and predicting phase c…Predicting cyclical turning points with leading index in a markov switching model (1994)Predicting cyclical turning p…Dating Turning Points in the Business Cycle (1994)Dating Turning Points in the …Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)Predicting Shifts in the Mean…Macroeconomic forecast evaluation techniques (1991)Macroeconomic forecast evalua…Scoring the Leading Indicators (1989)Scoring the Leading IndicatorsPredicting the Turning Points of Business and Economic Time Series (1987)Predicting the Turning Points…The Index of Leading Indicators: "Measurement without Theory," Twenty-Five Years Later (1981)The Index of Leading Indicato…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Firing Costs and Labour Demand: How Bad is Eurosclerosis? (1990)Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data (1999)Panel Data Econometrics (2003)CONTINUOUS INSPECTION SCHEMES (1954)Fitting autoregressive models for prediction (1969)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Fraudulent financial reporting detection and business failure prediction models: a comparison (2008)Predicting Financial Distress: A Comparison of Survival Analysis and Decision Tree Techniques (2015)Measurement Without Theory (1947)Measuring Business Cycles (1947)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Lending cycles (1998)A model of carbon price interactions with macroeconomic and energy dynamics (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Nonlinearities, cyclical behaviour and predictability in stock markets: international evidence (2001)Financial crises and the nature of correlation between commodity and stock markets (2016)Education and economic growth: an empirical analysis of nonlinearities (2019)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)Currency and Banking Crises (1999)Predicting U.S. Recessions with Dynamic Binary Response Models (2008)A Contribution to the Theory of the Trade Cycle (1950)The Relation Between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861–1957 1 (1958)The Dynamic Properties of the Klein-Goldberger Model (1959)Capital, Wages and Structural Unemployment (1969)CATASTROPHE THEORY AND THE BUSINESS CYCLE (1979)Approaches to the Economics of Discrimination (2025)Business-Cycle Phases and Their Transitional Dynamics (1994)An Econometric Characterization of Business Cycle Dynamics with Factor Structure and Regime Switching (1998)Predicting US recessions with leading indicators via neural network models (2001)Vector smooth transition regression models for US GDP and the composite index of leading indicators (2004)THE CASE FOR REGIONAL POLICIES* (1970)BUSINESS CYCLE ASYMMETRY: A DEEPER LOOK (1993)The Case for Regional Policies (2013)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
this work references cited by second hop

References

  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1951A Contribution to the Theory of the Trade Cycle633 cited
  • 1978Estimation of Dynamic Labor Demand Schedules under Rational Expectations604 cited
  • 1967On the Non-Linear Theory of the Employment Cycle209 cited

Cited by

  • 1989Scoring the Leading Indicators351 cited
  • 1996What Do the Leading Indicators Lead?162 cited
  • 1993Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures141 cited
  • 2000Business cycle non-linearities in UK consumption and production133 cited
  • 1994Dating Turning Points in the Business Cycle117 cited
  • 1994Predicting cyclical turning points with leading index in a markov switching model112 cited
  • 1999Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology95 cited
  • 1987Predicting the Turning Points of Business and Economic Time Series84 cited
  • 1999Predicting U.S. Business-Cycle Regimes75 cited
  • 1981The Index of Leading Indicators: "Measurement without Theory," Twenty-Five Years Later

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71 cited
  • 2015Do Central Bank Forecasts Influence Private Agents? Forecasting Performance versus Signals69 cited
  • 2002New directions in business cycle research and financial analysis68 cited
  • 2004A Markov‐Switching Model Of Gnp Growth With Duration Dependence*67 cited
  • 1996Dating and predicting phase changes in the U.S. business cycle64 cited
  • 1991Macroeconomic forecast evaluation techniques59 cited
  • 2008A SYSTEM FOR DATING AND DETECTING TURNING POINTS IN THE EURO AREA56 cited