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Predicting the Turning Points of a Time Series
1 references·15 citing·42 second hop
Predicting the Turning Points of a Time Series (1979)Predicting the Turning Points of a Time S…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach (2021)Comparing Alternative Output-…Change-Point Problems: Bibliography and Review (2010)Change-Point Problems: Biblio…The 2001 Us Recession: What Did Recession Prediction Models Tell Us? (2007)The 2001 Us Recession: What D…CO‐MOVEMENT OF AUSTRALIAN STATE BUSINESS CYCLES* (2007)CO‐MOVEMENT OF AUSTRALIAN STA…Chapter 16 Leading Indicators (2006)Chapter 16 Leading IndicatorsTurning points in economic time series, loss structures, and Bayesian forecasting (1990) (2004)Turning points in economic ti…BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS (2001)BAYESIAN MODELING OF ECONOMIE…Leading Indicators of Inflation for Brazil (2000)Leading Indicators of Inflati…Knowing the cycle (2000)Knowing the cycleHow Reliable Are Recession Prediction Models (1999)How Reliable Are Recession Pr…Dissecting the Cycle (1999)Dissecting the CyclePredicting cyclical turning points with leading index in a markov switching model (1994)Predicting cyclical turning p…Macroeconomic forecast evaluation techniques (1991)Macroeconomic forecast evalua…Predicting the Turning Points of Business and Economic Time Series (1987)Predicting the Turning Points…Sampling the Future: A Bayesian Approach to Forecasting From Univariate Time Series Models (1986)Sampling the Future: A Bayesi…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Production, growth and business cycles (1988)Lectures on macroeconomics (1990)The Brazilian business and growth cycles (2002)Rejoinder to James Hamilton (2003)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Scoring the Leading Indicators (1989)Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting US recessions with leading indicators via neural network models (2001)This is what the leading indicators lead (2002)Statistical analysis of cointegration vectors (1988)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Dating and forecasting turning points by Bayesian clustering with dynamic structure: a suggestion with an application to Austrian data (2009)Sectoral Survey-based Confidence Indicators for Europe* (2010)Innovation activities and business cycles: are trademarks a leading indicator? (2019)The Summation of Random Causes as the Source of Cyclic Processes (1937)Detrending and business cycle facts (1998)Key Features of Australian Business Cycles (2001)Euro Area business cycles in turbulent times: convergence or decoupling? (2015)New evidence on the (de)synchronisation of business cycles: Reshaping the European business cycle (2016)Applied Economic Forecasting (1967)Advertising and Aggregate Consumption: An Analysis of Causality (1980)Evaluation of Economic Forecasts (2016)Techniques of Forecasting Using Vector Autoregressions (1979)Calibration-Based Predictive Distributions: An Application of Prequential Analysis to Interest Rates, Money, Prices, and Output (1989)A probability model of the coincident economic indicators (1991)Qualitative Forecast Evaluation: A Comparison of Two Performance Measures (1992)Forecasting Economic Time Series (2000)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)New Indexes of Coincident and Leading Economic Indicators (1989)Predicting Markov-Switching Vector Autoregressive Processes (2000)Extending the firm vs. industry debate: Does industry life cycle stage matter? (2013)Survey of current business (1921)Nobel Lecture: Inflation and Unemployment (1977)Bayesian prediction with cointegrated vector autoregressions (2001)Predictive Likelihood Comparisons with DSGE and DSGE-VAR Models (2013)Tests for serial dependence in static, non-Gaussian factor models (2015)Optimal prediction of cyclical downturns (1982)Causality and causal laws in economics (1988)Forecasting international growth rates using Bayesian shrinkage and other procedures (1989)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)
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References

  • 1977Time Series Analysis: Forecasting and Control19,200 cited

Cited by

  • 1994Predicting cyclical turning points with leading index in a markov switching model112 cited
  • 1987Predicting the Turning Points of Business and Economic Time Series84 cited
  • 1986Sampling the Future: A Bayesian Approach to Forecasting From Univariate Time Series Models61 cited
  • 1991Macroeconomic forecast evaluation techniques59 cited
  • 2000Knowing the cycle55 cited
  • 1999How Reliable Are Recession Prediction Models53 cited
  • 1999Dissecting the Cycle53 cited
  • 2004Turning points in economic time series, loss structures, and Bayesian forecasting (1990)49 cited
  • 2006Chapter 16 Leading Indicators46 cited
  • 2001BAYESIAN MODELING OF ECONOMIES AND DATA REQUIREMENTS45 cited
  • 2021Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach27 cited
  • 2000Leading Indicators of Inflation for Brazil27 cited
  • 2010Change-Point Problems: Bibliography and Review26 cited
  • 2007CO‐MOVEMENT OF AUSTRALIAN STATE BUSINESS CYCLES*24 cited
  • 2007

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The 2001 Us Recession: What Did Recession Prediction Models Tell Us?
16 cited