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Original Articles

Should we really care about building business cycle coincident indexes!

Pages 141-144 | Published online: 20 Aug 2006

References

References

  • Bry G Boschan C 1971 Cyclical Analysis of Time Series: Selected Procedures and Computer Programs, NBER New York
  • Burns AF Mitchel WC 1946 Measuring business cycles NBER Studies in Business Cycles 2, Columbia University Press
  • Camacho M Perez-Quiros G 2000 This is what the US leading indicators lead European Central Bank Working Paper Series, 27
  • Cubadda , G and Hecq , A . 2001 . On non-contemporaneous short-run comovements . Economics Letters , 73 : 389 – 97 .
  • Emerson , RA and Hendry , DF . 1996 . An evaluation of forecasting using leading indicators . Journal of Forecasting , 15 : 271 – 91 .
  • Harding , D and Pagan , A . 2002 . Dissecting the cycle: methodological investigation . Journal of Monetary Economics , 49 : 365 – 81 .
  • Issler JV Vahid F 2004 The missing link: using the NBER recession indicator to construct coincident and leading indices of economic activity Journal of Econometrics forthcoming
  • Stock JH Watson MW 1993 A procedure for predicting recessions with leading indicators: econometric issues and recent experience Business Cycles, Indicators, and Forecasting (Eds) J. H. Stock and M. W. Watson, NBER Studies in Business Cycles 28 University of Chicago Press Chicago pp. 95–153

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