The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity
DOI10.1016/J.JECONOM.2005.01.031zbMATH Open1337.62372OpenAlexW1528485331MaRDI QIDQ291644FDOQ291644
Authors: 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
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business cyclecanonical correlationcoincident and leading indicatorsencompassinginstrumental variable probit
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Cites Work
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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- RELATIONS BETWEEN TWO SETS OF VARIATES
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- Threshold Cointegration
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- Limited information estimators and exogeneity tests for simultaneous probit models
- Forecasting turning points in countries' output growth rates: A response to Milton Friedman
- Codependent cycles
- Testing multiple equation systems for common nonlinear components
Cited In (7)
- An observation regarding Hamilton's recent criticisms of Kilian's global real economic activity index
- The term spread as a monthly cyclical indicator: An evaluation
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators
- A panel data approach to economic forecasting: the bias-corrected average forecast
- A coincident index for the state of the economy
- FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS
- Title not available (Why is that?)
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