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Volumn 19, Issue 4, 2003, Pages 701-713

Forecasting the New York State economy: The coincident and leading indicators approach

Author keywords

Indicators; Kalman filter; State space model; Time series; VAR models

Indexed keywords


EID: 0142087033     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0169-2070(03)00002-5     Document Type: Article
Times cited : (12)

References (14)
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  • 2
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    • Indexes of Economic Indicators: What can they tell us about the New England economy?
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    • Clayton-Matthews, A.1    Kodrzcki, Y.2    Swaine, D.3
  • 3
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    • New indexes track the state of states
    • Federal Reserve Bank of Philadelphia (Jan/Feb)
    • Crone T.M. 1994 New indexes track the state of states. Federal Reserve Bank of Philadelphia, Business Review (Jan/Feb).
    • (1994) Business Review
    • Crone, T.M.1
  • 4
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    • A new composite index of coincident economic indicators in Japan: How can we improve the forecast performance in the 1990s? Special issue on reassessing modern business cycle
    • Fukuda S.I. Onodera T. A new composite index of coincident economic indicators in Japan: How can we improve the forecast performance in the 1990s? Special issue on reassessing modern business cycle International Journal of Forecast 17 2001 483-498
    • (2001) International Journal of Forecast , vol.17 , pp. 483-498
    • Fukuda, S.I.1    Onodera, T.2
  • 5
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    • Use of cumulative sum of squares for retrospective detection of change of variance
    • Inclan C. Tiao G.C. Use of cumulative sum of squares for retrospective detection of change of variance Journal of the American Statistical Association 89 1994 913-923
    • (1994) Journal of the American Statistical Association , vol.89 , pp. 913-923
    • Inclan, C.1    Tiao, G.C.2
  • 6
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    • State-space models with regime switching, classical and Gibbs-sampling approaches with applications
    • MIT Press
    • Kim C.J. Nelson C. State-space models with regime switching, classical and Gibbs-sampling approaches with applications 1999 MIT Press
    • (1999)
    • Kim, C.J.1    Nelson, C.2
  • 7
    • 0004093320 scopus 로고
    • A Bayesian procedure for forecasting with vector autoregression
    • Federal Reserve Bank of Minneapolis Working Paper
    • Litterman R.B. 1981 A Bayesian procedure for forecasting with vector autoregression. Federal Reserve Bank of Minneapolis Working Paper.
    • (1981)
    • Litterman, R.B.1
  • 8
    • 84952504842 scopus 로고
    • Forecasting with Bayesian vector autoregressions - Five years of experience
    • Litterman R.B. Forecasting with Bayesian vector autoregressions - Five years of experience Journal of Business and Economic Statistics 4 1986 25-38
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    • Litterman, R.B.1
  • 9
    • 0142045933 scopus 로고    scopus 로고
    • Two new indexes offer a broad view of economic activity in the New York-New Jersey region
    • Federal Reserve Board of New York (October)
    • Orr J. & Rosen R. 1999 Two new indexes offer a broad view of economic activity in the New York-New Jersey region. Federal Reserve Board of New York, Current Issues in Economic and Finance (October).
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    • Orr, J.1    Rosen, R.2
  • 10
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  • 11
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    • A probability model of the coincident economic indicators
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    • Stock J.H. Watson M.W. A probability model of the coincident economic indicators Lahiri K. Moore G.H. Leading economic indicators: new approaches and forecasting records 1991 63-85 Cambridge University Press New York
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 63-85
    • Stock, J.H.1    Watson, M.W.2
  • 12
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    • Business cycles, indicators, and forecasting
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  • 13


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.