Description |
1 online resource (xxiv, 650 pages) : illustrations (some color) |
Contents |
Chapter 1. Economic Growth and Business Cycles in the United States -- Chapter 2. Mr. Wesley Clair Mitchell: The Advent of U.S. and NBER Business Cycle Research -- Chapter 3. Measuring Business Activity, An Introductions to the Contributions of Mr. Persons, Mr. Schumpeter, Mr. Haberler, and Mr. Eckstein -- Chapter 4. Mr. Burns and Mr. Mitchell on Measuring Business Cycles -- Chapter 5. Mr. Geoffrey Moore and NBER Business Cycle Research -- Chapter 6. Mr. Victor Zarnowitz and Economic Forecasting, and NBER Business Cycle Research -- Chapter 7. Regression and Time Series Modeling of Real GDP, the Unemployment Rate, and the Impact of Leading Economic Indicators on Forecasting Accuracy -- Chapter 8. Granger-Causality Testing and LEI Forecasting of Quarterly Mergers and the Unemployment Rate -- Chapter 9. Active Management in Portfolio Selection and Management within Business Cycles and Present-Day COVID -- Chapter 10. Testing and Forecasting the Unemployment Rate with the Most Current Data, TCB LEI, data as of 11/05/2021 -- Chapter 11. Conclusions and Summary |
Summary |
In a time of unprecedented economic uncertainty, this book provides empirical guidance to the economy. This monograph explores time series forecasting and economic cycles using the Leading Economic Indicators, LEI, which are maintained and enhanced by The Conference Board. Given the highly statistically significant relationship with GDP and the unemployment rate, the LEI series is particularly useful for practitioners to help predict business cycles. John B. Guerard, Jr., is a member of the McKinley Capital Management Scientific Advisory Board, where he previously served as Director of Quantitative Research in Anchorage, Alaska. John is affiliated with the Computational Finance and Risk Management Program, The University of Washington, Seattle, WA. He earned his AB in Economics from Duke University and Ph.D. in Finance from the University of Texas, Austin. John serves an Associate Editor of the Journal of Investing and The International Journal of Forecasting and has published in these journals as well as Management Science, and Annals of Operations Research |
Bibliography |
Includes bibliographical references and index |
Notes |
Online resource; title from PDF title page (SpringerLink, viewed July 14, 2022) |
Subject |
Economic indicators -- United States
|
|
Economic forecasting -- United States
|
|
Business cycles -- United States
|
|
Business cycles
|
|
Economic forecasting
|
|
Economic history
|
|
Economic indicators
|
SUBJECT |
United States -- Economic conditions -- 21st century
|
Subject |
United States
|
Form |
Electronic book
|
ISBN |
9783030994181 |
|
303099418X |
|