NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

A Dynamic Index Model for Large Cross Sections

Danny Quah, Thomas J. Sargent

Chapter in NBER book Business Cycles, Indicators and Forecasting (1993), James H. Stock and Mark W. Watson, editors (p. 285 - 310)
Conference held May 3-4, 1991
Published in January 1993 by University of Chicago Press
© 1993 by the National Bureau of Economic Research
in NBER Book Series Studies in Business Cycles

download in pdf format
   (308 K)

email paper

This paper is available as PDF (308 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Users who downloaded this chapter also downloaded these:
Stock and Watson New Indexes of Coincident and Leading Economic Indicators
Stock and Watson A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience
Stock and Watson Introduction to "Business Cycles, Indicators and Forecasting"
Granger, Terasvirta, and Anderson Modeling Nonlinearity over the Business Cycle
Sims A Nine-Variable Probabilistic Macroeconomic Forecasting Model
 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us