Business cycles : durations, dynamics, and forecasting /

"Francis Diebold and Glenn Rudebusch here present a highly integrative collection of their most important essays on the subject, along with a detailed introduction that draws together the book's principal themes and findings." "Business Cycles is crucial reading for policymakers,...

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Bibliographic Details
Main Author: Diebold, Francis X., 1959- (Author)
Other Authors: Rudebusch, Glenn D., 1959-
Format: Electronic eBook
Language:English
Published: Princeton, N.J. : Princeton University Press, [1999]
Series:Book collections on Project MUSE.
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Online Access:Connect to this title online (unlimited users allowed)
Table of Contents:
  • Questions about business cycles / Francis X. Diebold and Glenn D. Rudebusch
  • Have postwar economic fluctuations been stabilized? / Francis X. Diebold and Glenn D. Rudebusch
  • Shorter recessions and longer expansions / Francis X. Diebold and Glenn D. Rudebusch
  • A nonparametric investigation of duration dependence in the American business cycle / Francis X. Diebold and Glenn D. Rudebusch
  • Further evidence on business cycle duration dependence / Francis X. Diebold, Glenn D. Rudebusch, and Daniel E. Sichel
  • Measuring business cycles : a modern perspective / Francis X. Diebold and Glenn D. Rudebusch
  • Regime switching with time-varying transition probabilities / Francis X. Diebold, Joon-Haeng Lee, and Gretchen C. Weinbach
  • Trends and random walks in macroeconomic time series : a reexamination / Glenn D. Rudebusch
  • The uncertain unit root in real GNP / Glenn D. Rudebusch
  • The uncertain unit root in real GNP : comment / Francis X. Diebold and Abdelhak S. Senhadji
  • Long memory and persistence in aggregate output / Francis X. Diebold and Glenn D. Rudebusch
  • Is consumption too smooth? Long memory and the Deaton paradox / Francis X. Diebold and Glenn D. Rudebusch
  • On the power of Dickey-Fuller tests against fractional alternatives / Francis X. Diebold and Glenn D. Rudebusch
  • The past, present, and future of macroeconomic forecasting / Francis X. Diebold
  • Scoring the leading indicators / Francis X. Diebold and Glenn D. Rudebusch
  • Turning point prediction with the composite leading index : an ex ante analysis / Francis X. Diebold and Glenn D. Rudebusch
  • Forecasting output with the composite leading index : a real-time analysis / Francis X. Diebold and Glenn D. Rudebusch
  • New and old models of business investment : a comparison of forecasting performance / Stephen D. Oliner, Glenn D. Rudebusch, and Daniel E. Sichel
  • Comparing predictive accuracy / Francis X. Diebold and Roberto S. Mariano.