메뉴 건너뛰기




Volumn 17, Issue 1, 2002, Pages 61-80

This is what the leading indicators lead

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0036115607     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.641     Document Type: Article
Times cited : (44)

References (26)
  • 1
    • 0001110699 scopus 로고
    • On bandwidth variation in kernel estimates - A square root law
    • Abramson I. 1982. On bandwidth variation in kernel estimates - a square root law. Annals of Statistics 10: 1217-1223.
    • (1982) Annals of Statistics , vol.10 , pp. 1217-1223
    • Abramson, I.1
  • 4
    • 0001791608 scopus 로고    scopus 로고
    • Universal smoothing factor selection in density estimation
    • Devroye L. 1997. Universal smoothing factor selection in density estimation. Test 6: 223-320.
    • (1997) Test , vol.6 , pp. 223-320
    • Devroye, L.1
  • 7
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle R, Granger C. 1987. Co-integration and error correction: representation, estimation and testing. Econometrica 55: 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.1    Granger, C.2
  • 8
    • 0039066423 scopus 로고    scopus 로고
    • Predicting US recessions: Financial variables as leading indicators
    • Estrella A, Mishkin F. 1998. Predicting US recessions: financial variables as leading indicators. Review of Economics and Statistics 80: 45-61.
    • (1998) Review of Economics and Statistics , vol.80 , pp. 45-61
    • Estrella, A.1    Mishkin, F.2
  • 9
    • 84952252413 scopus 로고
    • Business cycle phases and their transitional dynamics
    • Filardo A. 1994. Business cycle phases and their transitional dynamics. Journal of Business and Economic Statistics 12: 279-288.
    • (1994) Journal of Business and Economic Statistics , vol.12 , pp. 279-288
    • Filardo, A.1
  • 13
    • 0000601538 scopus 로고
    • Modelling nonlinearities over the business cycle
    • Stock J, Watson W (eds). University of Chicago Press: Chicago; IL
    • Granger C, Teräsvirta T, Anderson H. 1993. Modelling nonlinearities over the business cycle. In Business Cycles Indicators, and Forecasting, Stock J, Watson W (eds). University of Chicago Press: Chicago; IL.
    • (1993) Business Cycles Indicators, and Forecasting
    • Granger, C.1    Teräsvirta, T.2    Anderson, H.3
  • 17
    • 0040825799 scopus 로고
    • Predicting business cycle phases with indexes of leading and coincident economic indicators: A multivariate regime-shift approach
    • Korea University: Seoul
    • Kim Ch. 1994. Predicting business cycle phases with indexes of leading and coincident economic indicators: a multivariate regime-shift approach. Working Paper. Korea University: Seoul.
    • (1994) Working Paper
    • Kim, Ch.1
  • 18
    • 34247480179 scopus 로고
    • Testing the null hypothesis of stationarity against the alternative of a unit root
    • Kwiatkowski D, Phillips P, Schmidt P, Shin Y. 1992. Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics 54: 159-178.
    • (1992) Journal of Econometrics , vol.54 , pp. 159-178
    • Kwiatkowski, D.1    Phillips, P.2    Schmidt, P.3    Shin, Y.4
  • 19
    • 0030494753 scopus 로고    scopus 로고
    • Predicting turning points through the integration of multiple models
    • Li D, Dorfman J. 1996. Predicting turning points through the integration of multiple models. Journal of Business and Economics Statistics 14: 421-428.
    • (1996) Journal of Business and Economics Statistics , vol.14 , pp. 421-428
    • Li, D.1    Dorfman, J.2
  • 24
    • 0000076932 scopus 로고
    • New indexes of leading and coincidental economic indicators
    • Blanchard O, Fisher S (eds). MIT Press: Cambridge, MA
    • Stock J, Watson M. 1989. New indexes of leading and coincidental economic indicators. In NBER Macroeconomics Annual, Blanchard O, Fisher S (eds). MIT Press: Cambridge, MA.
    • (1989) NBER Macroeconomics Annual
    • Stock, J.1    Watson, M.2
  • 25
    • 0002669343 scopus 로고
    • A procedure for predicting recessions with leading indicators: Econometric issues and recent experience
    • Stock S, Watson M (eds). The University of Chicago Press: Chicago, IL
    • Stock J, Watson M. 1993. A procedure for predicting recessions with leading indicators: econometric issues and recent experience. In Business Cycles, Indicators, and Forecasting, Stock S, Watson M (eds). The University of Chicago Press: Chicago, IL.
    • (1993) Business Cycles, Indicators, and Forecasting
    • Stock, J.1    Watson, M.2
  • 26
    • 0003598568 scopus 로고    scopus 로고
    • A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series
    • NBER
    • Stock J, Watson M. 1998. A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series. Working Paper 6607, NBER.
    • (1998) Working Paper , vol.6607
    • Stock, J.1    Watson, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.