James Stock, Mark Watson – Business Cycles. Indicators & Forecasting National Bureau of Economic Research

Description

James Stock, Mark Watson – Business Cycles. Indicators & Forecasting National Bureau of Economic Research

The inability of forecasters to predict accurately the 1990-1991 recession emphasizes the need for better ways for charting the course of the economy. In this volume, leading economists examine forecasting techniques developed over the past ten years, compare their performance to traditional econometric models, and discuss new methods for forecasting and time series analysis.

Acknowledgments

Introduction
James H. Stock And Mark W. Watson

1. Twenty-Two Years Of The NBER-ASA Quarterly Economic Outlook Surveys: Aspects And Comparisons Of Forecasting Performance

Victor Zarnowitz And Phillip Braun
Comment: Allen Sinai

2. A Procedure For Predicting Recessions With Leading Indicators: Econometric Issues And Recent Experience

James H. Stock And Mark W. Watson
Comment: Kenneth F. Wallis

3. Estimating Event Probabilities From Macroeconometric Models Using Stochastic Simulation

Ray C. Fair
Comment: James D. Hamilton

4. A Nine Variable Probabilistic Macroeconomic Forecasting Model

Christopher A. Sims
Comment: Pierre Perron

5. Why Does The Paper-Bill Spread Predict Real Economic Activity?

Benjamin M. Friedman And Kenneth N. Kuttner
Comment: Ben S. Bernanke

6. Further Evidence On Business Cycle Duration Dependence

Francis X. Diebold, Glenn D. Rudebusch, And Daniel E. Sichel
Comment: Bruce E. Hansen

7. Dynamic Index Models For Large Cross Sections

Danny Quah And Thomas J. Sargent
Comment: John Geweke

8. Modelling Non-Linearity Over The Business Cycle

Clive W.J. Granger, Timo Teräsvirta, And Heather Anderson
Comment: Andrew Harvey
Contributors
Author Index
Subject Index

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