NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Business Cycles, Indicators, and Forecasting

James H. Stock and Mark W. Watson, editors

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

NBER Program(s):EFG

More information on purchasing this book
347 pp. pages
ISBN: 0-226-77488-0

Table of Contents

Front matter to "Business Cycles, Indicators and Forecasting": (p. -11 - -2) (bibliographic info) (download)
Acknowledgments: (p. -1) (bibliographic info) (download)
Introduction to "Business Cycles, Indicators and Forecasting": James H. Stock, Mark W. Watson (p. 1 - 10) (bibliographic info) (download)
1. Twenty-two Years of the NBER-ASA Quarterly Economic Outlook Surveys: Aspects and Comparisons of Forecasting Performance: Victor Zarnowitz, Phillip Braun (p. 11 - 94) (bibliographic info) (download) (Working Paper version)
2. A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience: James H. Stock, Mark W. Watson (p. 95 - 156) (bibliographic info) (download) (Working Paper version)
3. Estimating Event Probabilities from Macroeconometric Models Using Stochastic Simulation: Ray C. Fair (p. 157 - 178) (bibliographic info) (download) (Working Paper version)
4. A Nine-Variable Probabilistic Macroeconomic Forecasting Model: Christopher A. Sims (p. 179 - 212) (bibliographic info) (download)
5. Why Does the Paper-Bill Spread Predict Real Economic Activity?: Benjamin M. Friedman, Kenneth Kuttner (p. 213 - 254) (bibliographic info) (download) (Working Paper version)
6. Further Evidence on Business-Cycle Duration Dependence: Francis X. Diebold, Glenn Rudebusch, Daniel Sichel (p. 255 - 284) (bibliographic info) (download)
7. A Dynamic Index Model for Large Cross Sections: Danny Quah, Thomas J. Sargent (p. 285 - 310) (bibliographic info) (download)
8. Modeling Nonlinearity over the Business Cycle: Clive W. Granger, Timo Terasvirta, Heather M. Anderson (p. 311 - 326) (bibliographic info) (download)
Contributors: (p. 327 - 328) (bibliographic info) (download)
Author Index: (p. 329 - 332) (bibliographic info) (download)
Subject Index: (p. 333 - 337) (bibliographic info) (download)
 
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