Estimating Turning Points Using Large Data Sets

James H. Stock, Mark W. Watson

NBER Working Paper No. 16532
Issued in November 2010

---- Acknowledgements -----

This research was funded in part by NSF grant SBR-0617811. We thank Marcelle Chauvet and Massimilliano Marcellino for helpful comments, and Carolin Pflueger and Vania Stravrakeva for research assistance. Data and replication files for this paper can be found at http://www.princeton.edu/mwatson. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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