The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity

DOI10.1016/j.jeconom.2005.01.031zbMath1337.62372OpenAlexW1528485331MaRDI QIDQ291644

João Victor Issler, Farshid Vahid

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10438/652

zbMATH Keywords

business cyclecanonical correlationcoincident and leading indicatorsencompassinginstrumental variable probit

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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A panel data approach to economic forecasting: the bias-corrected average forecast

Cites Work

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• Codependent cycles
• Testing multiple equation systems for common nonlinear components
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• Threshold Cointegration
• RELATIONS BETWEEN TWO SETS OF VARIATES

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