Leading economic indicators : new approaches and forecasting records
著者
書誌事項
Leading economic indicators : new approaches and forecasting records
Cambridge University Press, 1991
大学図書館所蔵 全29件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
Developed fifty years ago by the National Bureau of Economic Research, the analytic methods of business cycles and economic indicators enable economists to forecast economic trends by examining the repetitive sequences that occur in business cycles. The methodology has proven to be an inexpensive and useful tool that is now used extensively throughout the world. In recent years, however, significant new developments have emerged in the field of business cycles and economic indicators. This volume contains twenty-two articles by international experts who are working with new and innovative approaches to indicator research. They cover advances in three broad areas of research: the use of new developments in economic theory and time-series analysis to rationalise existing systems of indicators; more appropriate methods to evaluate the forecasting records of leading indicators, particularly of turning point probability; and the development of new indicators.
目次
- Preface
- 1. Editors' introduction
- Part I. New Concepts and Methods: 2. Toward a theory of leading indicators Frank de Leeuw
- 3. A time-series framework for the study of leading indicators Salih N. Neftci
- 4. A probability model of the coincident economic indicators James H. Stock and Mark W. Watson
- 5. An international application of Neftci's probability approach for signalling growth recessions and recoveries using turning point indicators Michael P. Niemira
- 6. On predicting the stage of the business cycle Roy H. Webb
- 7. Bayesian methods for forecasting turning points in economic time series: sensitivity of forecasts to asymmetry of loss structures Arnold Zellner and Chansik Hong
- 8. New developments in leading economic indicators Geoffrey H. Moore
- Part II. Forecasting Records and Methods of Evaluation: 9. Forecasting cyclical turning points: the record in the past three recessions Stephen K. McNees
- 10. Turning point predictions, errors, and forecasting procedures Hermon O. Stekler
- 11. Forecasting peaks and troughs in the business cycle: on the choice and use of appropriate leading indicator series Stephen J. Silver
- 12. Using a consensus of leading economic indicators to find right ball park for real GNP forecasts Edward F. Renshaw
- 13. Some Australian experience with leading economic indicators Allan P. Layton
- 14. Turning point prediction with the composite leading index: an exante analysis Francis X. Diebold and Glenn D. Rudebusch
- 15. Forecasting recessions under the Gramm-Rudman-Hollings law Victor Zarnowitz and Geoffrey H. Moore
- 16. Leading indicators of inflation Howard L. Roth
- Part III. New Economic Indicators: 17. Commodity prices as a leading indicator of inflation James M. Boughton and William H. Branson
- 18. A leading indicator of inflation based on interest rates Susmita Dasgupta and Kajal Lahiri
- 19. Using composite leading indicators of consumption to forecast sales and to signal turning points in stock market Michael P. Niemira
- 20. Economic indicators for Australia's service sector Ernst A. Boehm
- 21. Purchasing management survey data: their value as leading indicator Philip A. Klein and Geoffrey H. Moore
- 22. An agenda for inventories input to leading composite index Feliks Tamm
- Index.
「Nielsen BookData」 より