74
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

A dynamic factor model of the coincident indicators for the US transportation sector

Pages 595-600 | Published online: 21 Aug 2006

References

References

  • Bosworth B 2001 Output and productivity in the transportation sector: an overview, paper presented at Workshop on Transportation Output and Productivity, The Brookings Institution
  • Bry G Boschan C 1971 Cyclical analysis of time series: selected procedures and computer programs, NBER Technical Paper 20
  • Conference Board 2001 Calculating the composite indexes www.conference-board.org, revised 01/01
  • Feenberg , D and Miron , J . 1997 . Improving the accessibility of the NBER's historical data . Journal of Business and Economic Statistics , 15 ( 3 ) : 293 – 9 .
  • Ghosh AR Wolf HC 1997 Geographical and sectoral shocks in the US business cycle NBER Working Paper No. 6180, September
  • Gordon RJ 1992 Productivity in the transportation sector Output Measurement in the Service Sectors (Ed.) Z. Griliches University of Chicago Press Chicago pp. 371–428
  • Harding , D and Pagan , A . 2002 . Dissecting the cycle: a methodological investigation . Journal of Monetary Economics , 49 : 365 – 81 .
  • Humphreys , BR , Maccini , LJ and Schuh , S . 2001 . Input and output inventories . Journal of Monetary Economics , 47 : 347 – 74 .
  • Kim , CJ and Nelson , CR . 1998 . Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching . The Review of Economics and Statistics , 80 ( 2 ) : 188 – 201 .
  • Lahiri , K , Stekler , HO , Yao , W and Young , P . 2003 . Monthly output index for the US transportation sector . Journal of Transportation and Statistics , 6 ( 2/3 ) : 1 – 37 .
  • Lahiri , K and Yao , W . 2004 . The predictive power of an experimental transportation output index . Applied Economics Letters , 11 ( 3 ) : 149 – 52 .
  • Layton , A and Moore , GH . 1989 . Leading indicators for the service sector . Journal of Business and Economic Statistics , 7 ( 3 ) : 379 – 86 .
  • Mitchell WC Burns AF 1938 Statistical indicators of cyclical revivals Business Cycle Indicators I (Ed.) G. H. Moore Princeton University Press for NBER Princeton NJ pp. 162–83
  • Moore GH 1961 Business Cycle Indicators I Princeton University Press for NBER Princeton NJ
  • Stock JH Waston MW 1991 A probability model of the coincident economic indicators Leading Economic Indicators: New Approaches and Forecasting Records (Eds) K. Lahiri, and G. H. Moore Cambridge University Press Cambridge pp. 63–89
  • Zarnowitz V 1992 Business Cycles: Theory, History, Indicators, and Forecasting, The University of Chicago Press Chicago IL

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.