Business cycles, indicators, and forecasting [[electronic resource] /] / edited by James H. Stock and Mark W. Watson

• Pubblicazione: Chicago, : University of Chicago Press, c1993
• Descrizione fisica: 1 online resource (350 p.)
• Disciplina: 338.5/42
• Soggetto topico: Economic forecasting; Economic indicators; Business cycles; Economic forecasting - United States; Economic indicators - United States; Business cycles - United States
• Soggetto geografico: United States Economic conditions Congresses
• Soggetto non controllato: recession, economics, economy, finances, financial, money, economists, forecasting, congress, indicators, indications, business, businesses, united states of america, american society, usa, conditions, government, governing, nber-asa quarterly economic outlook surveys, recessions, prediction, looking ahead, event probabilities, stochastic simulation, macroeconometric models, dependence, cross sections, non-linearity
• Altri autori: StockJames H WatsonMark W
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and indexes.
• Nota di contenuto: Front matter -- Relation of the Directors to the Work and Publications of the National Bureau of Economic Research -- Contents -- Acknowledgments -- Introduction -- 1. Twenty-two Years of the NBERASA 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
• Sommario/riassunto: 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.
• Titolo autorizzato: Business cycles, indicators, and forecasting
• ISBN: 1-281-43112-5; 9786611431129; 0-226-77474-0
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910784961603321
• Lo trovi qui: Univ. Federico II
• Serie: Studies in business cycles ; ; no. 28.