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Volumn 14, Issue 1, 2007, Pages 11-14

The value of probability forecasts as predictors of cyclical downturns

Author keywords

[No Author keywords available]

Indexed keywords

DECOMPOSITION ANALYSIS; ECONOMIC CONDITIONS; FORECASTING METHOD; GROSS DOMESTIC PRODUCT; PREDICTION; PROBABILITY;

EID: 33845530150     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504850500425386     Document Type: Article
Times cited : (3)

References (15)
  • 2
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    • Statistical theory: The prequential approach (with discussion)
    • Dawid, AP. (1984) Statistical theory: The prequential approach (with discussion) Journal of the Royal Statistical Society, Series A, 147, pp. 278-92.
    • (1984) Journal of the Royal Statistical Society, Series A , vol.147 , pp. 278-292
    • Dawid, A.P.1
  • 5
    • 21644447351 scopus 로고    scopus 로고
    • The 2001 US Recession: What did the recession prediction models tell us?
    • BIS Working Paper No. 148, March
    • Filardo, AJ. (2004) The 2001 US Recession: What did the recession prediction models tell us? Bank of International Settlements. BIS Working Paper No. 148, March
    • (2004) Bank of International Settlements
    • Filardo, A.J.1
  • 6
    • 0000777506 scopus 로고    scopus 로고
    • Why did the forecasting fail to predict the 1990 recession?
    • Fintzen, D and Stekler, HO. (1999) Why did the forecasting fail to predict the 1990 recession? International Journal of Forecasting, 15, pp. 309-23.
    • (1999) International Journal of Forecasting , vol.15 , pp. 309-323
    • Fintzen, D.1    Stekler, H.O.2
  • 7
    • 0040671473 scopus 로고    scopus 로고
    • Further cross-country evidence on the accuracy of the private sector output forecasts
    • Juhn, G and Loungani, P. (2002) Further cross-country evidence on the accuracy of the private sector output forecasts. IMF Staff Papers, 49, pp. 49-64.
    • (2002) IMF Staff Papers , vol.49 , pp. 49-64
    • Juhn, G.1    Loungani, P.2
  • 8
    • 0005178387 scopus 로고
    • Forecasting cyclical turning points: The record in the past three recessions
    • In Cambridge: Cambridge University Press
    • McNees, SK.(1991) Forecasting cyclical turning points: The record in the past three recessions. In Leading Economic Indicators: New Approaches and Forecasting Records. (pp. 149-65). Cambridge: Cambridge University Press.
    • (1991) Leading Economic Indicators: New Approaches and Forecasting Records , pp. 149-165
    • McNees, S.K.1
  • 9
    • 0024145684 scopus 로고
    • Skill scores based on the mean square error and their relationships to the correlation coefficient
    • Murphy, AH. (1988) Skill scores based on the mean square error and their relationships to the correlation coefficient. Monthly Weather Review, 116, pp. 2417-24.
    • (1988) Monthly Weather Review , vol.116 , pp. 2417-2424
    • Murphy, A.H.1
  • 10
    • 0000358005 scopus 로고
    • Probabilities, odds, and forecasters of rare events
    • Murphy, AH. (1991) Probabilities, odds, and forecasters of rare events. Weather and Forecasting, 6, pp. 302-6.
    • (1991) Weather and Forecasting , vol.6 , pp. 302-306
    • Murphy, A.H.1
  • 13
    • 0002669343 scopus 로고
    • A procedure for predicting recessions with leading indicators: Econometric issues and recent experience
    • In Chicago: University of Chicago Press
    • Stock, JH and Watson, MW.(1993) A procedure for predicting recessions with leading indicators: Econometric issues and recent experience. In New Research on Business Cycles, Indicators, and Forecasting. (pp. 95-153). Chicago: University of Chicago Press.
    • (1993) New Research on Business Cycles, Indicators, and Forecasting , pp. 95-153
    • Stock, J.H.1    Watson, M.W.2
  • 14
    • 0345388996 scopus 로고    scopus 로고
    • Chi-squared tests of interval and density forecasts, and the bank of England's fan charts
    • Wallis, KF. (2003) Chi-squared tests of interval and density forecasts, and the bank of England's fan charts. International Journal of Forecasting, 19, pp. 165-75.
    • (2003) International Journal of Forecasting , vol.19 , pp. 165-175
    • Wallis, K.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.