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Volumn 23, Issue 7, 2004, Pages 463-477

Monetary policy, composite leading economic indicators and predicting the 2001 recession

Author keywords

Bayesian probability forecasting; Classical statistical decision theory; Composite leading indicators; Composite leading indicators diffusion index; Information theory; Monetary policy; Predicting recessions; Us economy

Indexed keywords

GEOCHRONOLOGY; INFORMATION THEORY; PROBABILITY; PUBLIC POLICY; QUALITY CONTROL; SET THEORY; STATISTICAL METHODS;

EID: 9744268226     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.923     Document Type: Article
Times cited : (10)

References (11)
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    • Strengthening the case for the yield curve as a predictor of U.S. recessions
    • Dueker MJ. 1997. Strengthening the case for the yield curve as a predictor of U.S. recessions. Federal Reserve Bank of St. Louis Review 79(2): 41-51.
    • (1997) Federal Reserve Bank of St. Louis Review , vol.79 , Issue.2 , pp. 41-51
    • Dueker, M.J.1
  • 3
    • 9744267783 scopus 로고    scopus 로고
    • Regime-dependent recession forecasts and the 2001 recession
    • Dueker MJ. 2002. Regime-dependent recession forecasts and the 2001 recession. Federal Reserve Bank of St. Louis Review 84(6): 29-36.
    • (2002) Federal Reserve Bank of St. Louis Review , vol.84 , Issue.6 , pp. 29-36
    • Dueker, M.J.1
  • 4
    • 0001342006 scopus 로고
    • A new approach to the economic analysis of nonstationary time series and the business cycle
    • Hamilton JD. 1989. A new approach to the economic analysis of nonstationary time series and the business cycle. Econometrica 57: 357-384.
    • (1989) Econometrica , vol.57 , pp. 357-384
    • Hamilton, J.D.1
  • 6
    • 33845283631 scopus 로고    scopus 로고
    • An information-theoretic methodology for estimating a Bayesian probability forecast of a downturn in the U.S. economy
    • Department of Economics and Finance, Southern Connecticut State University, New Haven, CT
    • Mostaghimi M. 1997. An information-theoretic methodology for estimating a Bayesian probability forecast of a downturn in the U.S. economy. Working Paper, Department of Economics and Finance, Southern Connecticut State University, New Haven, CT.
    • (1997) Working Paper
    • Mostaghimi, M.1
  • 7
    • 9744221456 scopus 로고    scopus 로고
    • Are the new U.S. composite leading economic indicators more informative?
    • Mostaghimi M. 2001. Are the new U.S. composite leading economic indicators more informative? Indian Economic Review 36(1): 205-213.
    • (2001) Indian Economic Review , vol.36 , Issue.1 , pp. 205-213
    • Mostaghimi, M.1
  • 9
    • 9744231727 scopus 로고    scopus 로고
    • The performance of the new composite leading economic indicators and predicting the 2001 recession
    • Dua P (ed.). Oxford University Press: Oxford (forthcoming)
    • Mostaghimi M. 2004a. The performance of the new composite leading economic indicators and predicting the 2001 recession. In Analysis of Business Cycles, Dua P (ed.). Oxford University Press: Oxford (forthcoming).
    • (2004) Analysis of Business Cycles
    • Mostaghimi, M.1
  • 11
    • 0030459565 scopus 로고    scopus 로고
    • Probability forecast of a downturn in U.S. economy using classical statistical decision theory
    • Mostaghimi M, Rezayat F. 1996. Probability forecast of a downturn in U.S. economy using classical statistical decision theory. Empirical Economics 21: 255-279.
    • (1996) Empirical Economics , vol.21 , pp. 255-279
    • Mostaghimi, M.1    Rezayat, F.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.