| Description |
xiv, 464 pages : illustrations ; 24 cm |
| Contents |
Machine derived contents note: Preface -- 1. Editors' introduction -- Part I. New Concepts and Methods: 2. Toward a theory of leading indicators Frank de Leeuw -- 3. A time-series framework for the study of leading indicators Salih N. Neftci -- 4. A probability model of the coincident economic indicators James H. Stock and Mark W. Watson -- 5. An international application of Neftci's probability approach for signalling growth recessions and recoveries using turning point indicators Michael P. Niemira -- 6. On predicting the stage of the business cycle Roy H. Webb -- 7. Bayesian methods for forecasting turning points in economic time series: sensitivity of forecasts to asymmetry of loss structures Arnold Zellner and Chansik Hong -- 8. New developments in leading economic indicators Geoffrey H. Moore -- Part II. Forecasting Records and Methods of Evaluation: 9. Forecasting cyclical turning points: the record in the past three recessions Stephen K. McNees -- 10. Turning point predictions, errors, and forecasting procedures Hermon O. Stekler -- 11. Forecasting peaks and troughs in the business cycle: on the choice and use of appropriate leading indicator series Stephen J. Silver -- 12. Using a consensus of leading economic indicators to find right ball park for real GNP forecasts Edward F. Renshaw -- 13. Some Australian experience with leading economic indicators Allan P. Layton -- 14. Turning point prediction with the composite leading index: an exante analysis Francis X. Diebold and Glenn D. Rudebusch -- 15. Forecasting recessions under the Gramm-Rudman-Hollings law Victor Zarnowitz and Geoffrey H. Moore -- 16. Leading indicators of inflation Howard L. Roth -- Part III. New Economic Indicators: 17. Commodity prices as a leading indicator of inflation James M. Boughton and William H. Branson -- 18. A leading indicator of inflation based on interest rates Susmita Dasgupta and Kajal Lahiri -- 19. Using composite leading indicators of consumption to forecast sales and to signal turning points in stock market Michael P. Niemira -- 20. Economic indicators for Australia's service sector Ernst A. Boehm -- 21. Purchasing management survey data: their value as leading indicator Philip A. Klein and Geoffrey H. Moore -- 22. An agenda for inventories input to leading composite index Feliks Tamm -- Index |
| Analysis |
Economic forecasting |
|
Economic forecasting |
|
Economic cycles |
|
Economic indicators |
|
Evaluation techniques |
|
Forecasting techniques |
|
Models |
|
Overseas item |
| Notes |
Includes index |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Business cycles.
|
|
Economic forecasting.
|
|
Economic indicators.
|
|
Business cycles.
|
|
Economic forecasting.
|
|
Economic indicators.
|
| Author |
Lahiri, Kajal.
|
|
Moore, Geoffrey Hoyt, 1914-2000.
|
| LC no. |
90001757 |
| ISBN |
0521371554 |
|
