New Indexes of Coincident and Leading Economic Indicators
NBER Reprint No. 1380
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Published: NBER Macroeconomics Annual 1989, edited by Olivier Jean Blanchard and Stanley Fischer, pp. 351-394. Cambridge, MA: MIT Press, 1989.This paper first appeared as New Indexes of Coincident and Leading Economic Indicators, James H. Stock, Mark W. Watson, in NBER Macroeconomics Annual 1989, Volume 4 (1989), MIT Press (p. 351 - 409)