Indicators for dating business cycles: Cross-history selection and comparisons

American Economic Review

Volumn 100, Issue 2, 2010, Pages 16-19

  Stock, James H ^a   Watson, Mark W ^b  

^a HARVARD UNIVERSITY   (United States)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956097075     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.100.2.16     Document Type: Conference Paper

References (10)

1. Bry, Gerhard, and Charlotte Boschan. 1971. Cyclical Analysis of Time Series: Procedures and Computer Programs. New York: National Bureau of Economic Research.
2. Burns, Arthur F., and Wesley C. Mitchell. 1946. Measuring Business Cycles. New York: National Bureau of Economic Research.
3. Business Cycle Dating Committee. 2008. Determination of the December 2007 Peak in Economic Activity. National Bureau of Economic Research. http://www.nber.org/cycles/dec2008.html. (accessed December 11, 2008).
4. Chauvet, Marcelle, and Jeremy Piger. 2008. "A Comparison of the Real-Time Performance of Business Cycle Dating Methods." Journal of Business and Economic Statistics, 26(1): 42-49
5. Eickmeier, Sandra, and Christina Ziegler. 2008. "How Successful Are Dynamic Factor Models at Forecasting Output and Inflation? A Meta- Analytic Approach." Journal of Forecasting, 27(3): 237-265
6. Fair, Ray C., and Robert J. Shiller. 1990. "Comparing Information in Forecasts from Econometric Models." American Economic Review, 80(3): 375-389
7. Harding, Don, and Adrian Pagan. 2006. "Synchronization of Cycles." Journal of Econometrics, 132(1): 59-79.
8. Stock, James H., and Mark W. Watson. 2009. "Generalized Shrinkage Methods for Forecasting Using Many Predictors." Unpublished.
9. Stock, James H., and Mark W. Watson. 2010a. "Dynamic Factor Models." Unpublished.
10. Stock, James H., and Mark W. Watson. 2010b. "Sampling Distributions of Estimators of Turning Points." Unpublished.