Business Cycles, Indicators, and Forecasting
1st Edition
Published on 15. April 2008
350 pages
978-0-226-77474-9 (ISBN)
Description
The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis.
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James H. Stock | Mark W. Watson
Business Cycles, Indicators, and Forecasting
Book
11/1993
University of Chicago Press
€94.09
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Content
- Intro
- Business Cycles, Indicators and Forecasting
- Contents
- Acknowledgments
- Introduction
- 1.Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance
- 2. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
- 3. Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation
- 4. A Nine-Variable Probabilistic Macroeconomic Forecasting Model
- 5. Why Does the Paper-Bill Spread Predict Real Economic Activity?
- 6. Further Evidence on Business-Cycle Duration Dependence
- 7. A Dynamic Index Model for Large Cross Sections
- 8. Modeling Nonlinearity over the Business Cycle
- Contributors
- Author Index
- Subject Index
