Business Cycles : : Durations, Dynamics, and Forecasting /

Business Cycles : : Durations, Dynamics, and Forecasting / / Francis X. Diebold, Glenn D. Rudebusch.

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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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter Princeton University Press eBook-Package Archive 1927-1999
VerfasserIn:
Diebold, Francis X.,
Rudebusch, Glenn D.,
MitwirkendeR:
Diebold, Francis,
Lee, Joon,
Mariano, Roberto,
Oliner, Stephen,
Rudebusch, Glenn,
Senhadji, Abdelhak,
Sichel, Daniel,
Weinbach, Gretchen,
Place / Publishing House:Princeton, NJ : : Princeton University Press, , [2021]
©1999
Year of Publication:2021
Language:English
Online Access:
Physical Description:1 online resource (432 p.) :; 83 tables 44 line illus.
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Table of Contents:
  • 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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