NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

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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