Business cycles, indicators, and forecasting [electronic resource] /
edited by James H. Stock and Mark W. Watson.
Chicago : University of Chicago Press, c1993.
viii, 337 p. : ill. ; 24 cm.
0226774880 (cloth : alk. paper)
More Details
Chicago : University of Chicago Press, c1993.
0226774880 (cloth : alk. paper)
Licensed for access by U. of T. users.
catalogue key
Includes bibliographical references and indexes.
A Look Inside
This item was reviewed in:
Reference & Research Book News, May 1994
To find out how to look for other reviews, please see our guides to finding book reviews in the Sciences or Social Sciences and Humanities.
Main 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.
Table of Contents
Twenty-Two Years Of The NBER-ASA Quarterly Economic Outlook Surveys: Aspects And Comparisons Of Forecasting Performance
A Procedure For Predicting Recessions With Leading Indicators: Econometric Issues And Recent Experience
Estimating Event Probabilities From Macroeconometric Models Using Stochastic Simulation
A Nine Variable Probabilistic Macroeconomic Forecasting Model
Why Does The Paper-Bill Spread Predict Real Economic Activity?
Further Evidence On Business Cycle Duration Dependence
Dynamic Index Models For Large Cross Sections
Modelling Non-Linearity Over The Business Cycle
Author Index
Subject Index
Table of Contents provided by Publisher. All Rights Reserved.

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