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New Economic Indicators for Australia, 1949‐84
5 references·10 citing·36 second hop
New Economic Indicators for Australia, 1949‐84 (1984)New Economic Indicators for Australia, 19…Business cycles, inflation, and forecasting (1983)Business cycles, inflation, a…The Index of Leading Indicators: "Measurement without Theory," Thirty-Five Years Later (1982)The Index of Leading Indicato…Sequential Signals of Recession and Recovery (1982)Sequential Signals of Recessi…Business Cycle Indicators. (1961)Business Cycle Indicators.Measuring Business Cycles. (1947)Measuring Business Cycles.Asymmetric Phase Shifts in U.S. Industrial Production Cycles (2014)Asymmetric Phase Shifts in U.…Measurement of business cycles (2006)Measurement of business cyclesSynchronization of cycles (2005)Synchronization of cyclesA Comparison of the Real-Time Performance of Business Cycle Dating Methods (2005)A Comparison of the Real-Time…A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2005)A Comparison of the Real-Time…Rejoinder to James Hamilton (2003)Rejoinder to James HamiltonKey Features of Australian Business Cycles (2001)Key Features of Australian Bu…Analysing and Forecasting Business Cycles with the Aid of Economic Indicators (1999)Analysing and Forecasting Bus…The Australian Term Structure as a Predictor of Real Economic Activity (1995)The Australian Term Structure…Australian Stock Market Volatility: 1875–1987* (1993)Australian Stock Market Volat…The Summation of Random Causes as the Source of Cyclic Processes (1937)Measuring Business Cycles (1947)Dissecting the cycle: a methodological investigation (2002)Stock market cycles and stock market development in Spain (2004)A comprehensive German business cycle chronology (2008)How to Identify and Forecast Bull and Bear Markets? (2016)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Short-sales restrictions and volatility The case of the Stock Exchange of Singapore (1996)Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia (2000)The economics of exchange rate volatility asymmetry (2002)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Size, Book to Market and Momentum Effects in the Australian Stock Market (2008)Credit Cycles (1997)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)GVC centrality and productivity (2018)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)A real-time data set for macroeconomists (2001)Estimating Turning Points Using Large Data Sets (2010)The Decomposition of Antitrust: Testing a Multi-Level, Longitudinal Model of Profit-Squeeze (1986)The Past, Present, and Future of Macroeconomic Forecasting (1998)Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)Forecasting turning points in international output growth rates using Bayesian exponentially weighted autoregression, time-varying parameter, and pooling techniques (1991)Predicting cyclical turning points with leading index in a markov switching model (1994)Time Series Decomposition and Measurement of Business Cycles, Trends and Growth Cycles (2002)Order Flow, Transaction Clock, and Normality of Asset Returns (2000)How Regions React to Recessions: Resilience and the Role of Economic Structure (2016)Bond Risk Premiums with Machine Learning (2020)Railroads and American Economic Growth (1966)A New Monthly Index of Industrial Production, 1884–1940 (1990)Ballot Manipulation and the “Menace of Negro Domination”: Racial Threat and Felon Disenfranchisement in the United States, 1850–2002 (2003)An evaluation of forecasting using leading indicators (1996)Vector smooth transition regression models for US GDP and the composite index of leading indicators (2004)
this work references cited by second hop

References

  • 1947Measuring Business Cycles.410 cited
  • 1983Business cycles, inflation, and forecasting199 cited
  • 1961Business Cycle Indicators.98 cited
  • 1982Sequential Signals of Recession and Recovery90 cited
  • 1982The Index of Leading Indicators: "Measurement without Theory," Thirty-Five Years Later63 cited

Cited by

  • 1993Australian Stock Market Volatility: 1875–1987*63 cited
  • 2003Rejoinder to James Hamilton41 cited
  • 2001Key Features of Australian Business Cycles34 cited
  • 2014Asymmetric Phase Shifts in U.S. Industrial Production Cycles21 cited
  • 2005A Comparison of the Real-Time Performance of Business Cycle Dating Methods20 cited
  • 2006Measurement of business cycles17 cited
  • 2005Synchronization of cycles16 cited
  • 1995The Australian Term Structure as a Predictor of Real Economic Activity15 cited
  • 1999Analysing and Forecasting Business Cycles with the Aid of Economic Indicators14 cited
  • 2005A Comparison of the Real-Time Performance of Business Cycle Dating Methods14 cited

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