Business Cycles : Durations, Dynamics, and Forecasting /

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This is the most sophisticated and up-to-date econometric analysis of business cycles now available. Francis Diebold and Glenn Rudebusch have long been acknowledged as leading experts on business cycles. And here they present a highly integrative collection of their most important essays on the subj...

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Detalles Bibliográficos
Autores principales: Diebold, Francis X. (Autor), Rudebusch, Glenn D. (Autor)
Otros Autores: Diebold, Francis (Contribuidor), Lee, Joon (Contribuidor), Mariano, Roberto (Contribuidor), Oliner, Stephen (Contribuidor), Rudebusch, Glenn (Contribuidor), Senhadji, Abdelhak (Contribuidor), Sichel, Daniel (Contribuidor), Weinbach, Gretchen (Contribuidor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, [2021]
Temas:
Business cycles > Statistical methods.
Business forecasting > Statistical methods.
BUSINESS & ECONOMICS / Economics / General.
Andrews, Donald W. K.
Balke, Nathan S.
Blanchard, Olivier J.
Brier, G. W.
Burns, Arthur F.
Campbell, John Y.
Deaton, Angus.
Diebold, Francis X.
Eichenbaum, M.
Filardo, Andrew J.
Gordon, Robert J.
Granger-Sims causality.
Hamilton, James D.
Kim, Chang-Jin.
Mankiw, N. Gregory.
Mitchell, Wesley C.
Nelson, Charles R.
Plosser, Charles I.
Rudebusch, Glenn D.
Savin, N. Eugene.
Shapiro-Wilk test.
Watson, Mark W.
Wilcoxon test.
business cycle: causes of.
consumption.
hazard function.
linear models.
mean-unbiased estimation.
sequential probability rule (SPR).
trends and unit roots.
unit root tests.
volatility: analysis.
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Tabla de Contenidos:
  • Frontmatter
  • Contents
  • Preface
  • Acknowledgments
  • PART I: INTRODUCTION
  • 1. Questions about Business Cycles
  • PART II: BUSINESS CYCLE DURATIONS
  • 2. Have Postwar Economic Fluctuations Been Stabilized?
  • 3. Shorter Recessions and Longer Expansions
  • 4. A Nonparametric Investigation of Duration Dependence in the American
  • 5. Further Evidence on Business Cycle Duration Dependence
  • 6. Measuring Business Cycles: A Modern Perspective
  • 7. Regime Switching with Time-Varying Transition Probabilities
  • PART III: BUSINESS CYCLE DYNAMICS
  • 8. Trends and Random Walks in Macroeconomic Time Series: A Reexamination
  • 9. The Uncertain Unit Root in Real GNP
  • 10. The Uncertain Unit Root in Real GNP: Comment
  • 11. Long Memory and Persistence in Aggregate Output
  • 12. Is Consumption Too Smooth? Long Memory and the Deaton Paradox
  • 13. On the Power of Dickey-Fuller Tests against Fractional Alternatives
  • PART IV: BUSINESS CYCLE FORECASTING
  • 14. The Past, Present, and Future of Macroeconomic Forecasting
  • 15. Scoring the Leading Indicators
  • 16. Turning Point Prediction with the Composite Leading Index: An Ex Ante Analysis
  • 17. Forecasting Output with the Composite Leading Index: A Real-Time Analysis
  • 18. New and Old Models of Business Investment: A Comparison of Forecasting Performance
  • 19. Comparing Predictive Accuracy
  • Name Index
  • Subject Index

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