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A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Marcellino, Massimiliano; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 135 (2006) 1/2, pp. 499-526

Persistent link: https://www.econbiz.de/10003376109

A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Marcellino, Massimiliano (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003213738

A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series

Marcellino, Massimiliano - 2005

Persistent link: https://www.econbiz.de/10013424599

A procedure for predicting recessions with leading indicators : econometric issues and recent performance

Stock, James H.; Watson, Mark W. - 1993

Persistent link: https://www.econbiz.de/10000892099

A probability model of the coincident economic indicators

Stock, James H.; Watson, Mark W. - 1988

Persistent link: https://www.econbiz.de/10000757939

A procedure for predicting recessions with leading indicators : econometric issues and recent experience

Stock, James H.; Watson, Mark W. - 1992

Persistent link: https://www.econbiz.de/10000136624

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

Stock, James H.; Watson, Mark W. - In: The American economic review 100 (2010) 2, pp. 16-19

Persistent link: https://www.econbiz.de/10008746431

How did leading indicator forecasts perform during the 2001 recession?

Stock, James H.; Watson, Mark W. - In: Economic quarterly 89 (2003) 3, pp. 71-90

Persistent link: https://www.econbiz.de/10001901945

The NAIRU, unemployment and monetary policy

Staiger, Douglas - In: The journal of economic perspectives : EP ; a journal … 11 (1997) 1, pp. 33-49

Persistent link: https://www.econbiz.de/10001335548

How Did Leading Indicator Forecasts Perform during the 2001 Recession?

Stock, James H. - 2012

The 2001 recession differed from other recent recessions in its cause, severity, and scope. Professional forecasters found this recession difficult to forecast. A few leading indicators (stock prices, term spreads, unemployment claims) predicted that growth would slow, but none predicted the...

Persistent link: https://www.econbiz.de/10013097083